Mid Penn Bancorp Inc (MPB)
20.29
-0.20
(-0.98%)
USD |
NASDAQ |
Jun 14, 16:00
20.28
-0.01
(-0.05%)
Pre-Market: 20:00
Mid Penn Bancorp Max Drawdown (5Y): 56.28% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 56.28% |
April 30, 2024 | 56.28% |
March 31, 2024 | 56.28% |
February 29, 2024 | 56.28% |
January 31, 2024 | 56.28% |
December 31, 2023 | 56.28% |
November 30, 2023 | 56.28% |
October 31, 2023 | 56.28% |
September 30, 2023 | 56.28% |
August 31, 2023 | 56.28% |
July 31, 2023 | 56.28% |
June 30, 2023 | 56.28% |
May 31, 2023 | 56.28% |
April 30, 2023 | 56.28% |
March 31, 2023 | 56.28% |
February 28, 2023 | 56.28% |
January 31, 2023 | 56.28% |
December 31, 2022 | 56.28% |
November 30, 2022 | 56.28% |
October 31, 2022 | 56.28% |
September 30, 2022 | 56.28% |
August 31, 2022 | 56.28% |
July 31, 2022 | 56.28% |
June 30, 2022 | 56.28% |
May 31, 2022 | 56.28% |
Date | Value |
---|---|
April 30, 2022 | 56.28% |
March 31, 2022 | 56.28% |
February 28, 2022 | 56.28% |
January 31, 2022 | 56.28% |
December 31, 2021 | 56.28% |
November 30, 2021 | 56.28% |
October 31, 2021 | 56.28% |
September 30, 2021 | 56.28% |
August 31, 2021 | 56.28% |
July 31, 2021 | 56.28% |
June 30, 2021 | 56.28% |
May 31, 2021 | 56.28% |
April 30, 2021 | 56.28% |
March 31, 2021 | 56.28% |
February 28, 2021 | 56.28% |
January 31, 2021 | 56.28% |
December 31, 2020 | 56.28% |
November 30, 2020 | 56.28% |
October 31, 2020 | 56.28% |
September 30, 2020 | 56.28% |
August 31, 2020 | 56.28% |
July 31, 2020 | 56.28% |
June 30, 2020 | 56.28% |
May 31, 2020 | 56.28% |
April 30, 2020 | 56.28% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
40.74%
Minimum
Jun 2019
56.28%
Maximum
Mar 2020
53.95%
Average
56.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
MidWestOne Financial Group Inc | 55.94% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.217 |
Beta (5Y) | 0.5906 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.06% |
Historical Sharpe Ratio (5Y) | -0.0351 |
Historical Sortino (5Y) | -0.0592 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.65% |