Mid Penn Bancorp Inc (MPB)

29.51 +0.46 (+1.58%) USD  |  NASDAQ  |  Dec 20, 16:00
29.46 -0.05 (-0.17%) After-Hours: 20:00
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Mid Penn Bancorp Max Drawdown (5Y): 56.28% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -2.931
Beta (5Y) 0.5590
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.87%
Historical Sharpe Ratio (5Y) 0.1339
Historical Sortino (5Y) 0.2381
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.56%