Mission Bancorp (MSBC)
86.00
0.00 (0.00%)
USD |
OTCM |
Jun 28, 16:00
Mission Bancorp Max Drawdown (5Y): 32.70% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 32.70% |
April 30, 2024 | 32.70% |
March 31, 2024 | 32.70% |
February 29, 2024 | 32.70% |
January 31, 2024 | 32.70% |
December 31, 2023 | 32.70% |
November 30, 2023 | 32.70% |
October 31, 2023 | 32.70% |
September 30, 2023 | 32.70% |
August 31, 2023 | 32.70% |
July 31, 2023 | 32.70% |
June 30, 2023 | 32.70% |
May 31, 2023 | 32.70% |
April 30, 2023 | 32.70% |
March 31, 2023 | 32.70% |
February 28, 2023 | 32.70% |
January 31, 2023 | 32.70% |
December 31, 2022 | 32.70% |
November 30, 2022 | 32.70% |
October 31, 2022 | 32.70% |
September 30, 2022 | 32.70% |
August 31, 2022 | 32.70% |
July 31, 2022 | 32.70% |
June 30, 2022 | 32.70% |
May 31, 2022 | 32.70% |
Date | Value |
---|---|
April 30, 2022 | 32.70% |
March 31, 2022 | 32.70% |
February 28, 2022 | 32.70% |
January 31, 2022 | 32.70% |
December 31, 2021 | 32.70% |
November 30, 2021 | 32.70% |
October 31, 2021 | 32.70% |
September 30, 2021 | 32.70% |
August 31, 2021 | 32.70% |
July 31, 2021 | 32.70% |
June 30, 2021 | 32.70% |
May 31, 2021 | 32.70% |
April 30, 2021 | 32.70% |
March 31, 2021 | 32.70% |
February 28, 2021 | 32.70% |
January 31, 2021 | 32.70% |
December 31, 2020 | 32.70% |
November 30, 2020 | 32.70% |
October 31, 2020 | 32.70% |
September 30, 2020 | 29.35% |
August 31, 2020 | 29.35% |
July 31, 2020 | 29.35% |
June 30, 2020 | 29.35% |
May 31, 2020 | 29.35% |
April 30, 2020 | 29.35% |
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
21.47%
Minimum
Jun 2019
32.70%
Maximum
Oct 2020
30.63%
Average
32.70%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.330 |
Beta (5Y) | 0.2114 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.88% |
Historical Sharpe Ratio (5Y) | 0.2126 |
Historical Sortino (5Y) | 0.2765 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.04% |