Mid Penn Bancorp Inc (MPB)
31.65
+0.20
(+0.64%)
USD |
NASDAQ |
Nov 21, 16:00
31.64
-0.01
(-0.03%)
After-Hours: 20:00
Mid Penn Bancorp Max Drawdown (5Y): 56.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.28% |
| September 30, 2024 | 56.28% |
| August 31, 2024 | 56.28% |
| July 31, 2024 | 56.28% |
| June 30, 2024 | 56.28% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
56.28%
Maximum
Mar 2020
55.24%
Average
56.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| William Penn Bancorporation | 78.45% |
| SB Financial Group Inc | 49.65% |
| Shore Bancshares Inc | 58.88% |
| Byline Bancorp Inc | 64.80% |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.856 |
| Beta (5Y) | 0.5691 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.91% |
| Historical Sharpe Ratio (5Y) | 0.1619 |
| Historical Sortino (5Y) | 0.2881 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.56% |