Midland States Bancorp Inc (MSBI)
23.80
-0.53
(-2.18%)
USD |
NASDAQ |
Apr 25, 09:37
Midland States Bancorp Max Drawdown (5Y): 61.18% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 61.18% |
| February 29, 2024 | 61.18% |
| January 31, 2024 | 61.18% |
| December 31, 2023 | 61.18% |
| November 30, 2023 | 61.18% |
| October 31, 2023 | 61.18% |
| September 30, 2023 | 61.18% |
| August 31, 2023 | 61.18% |
| July 31, 2023 | 61.18% |
| June 30, 2023 | 61.18% |
| May 31, 2023 | 61.18% |
| April 30, 2023 | 61.18% |
| March 31, 2023 | 61.18% |
| February 28, 2023 | 61.18% |
| January 31, 2023 | 61.18% |
| December 31, 2022 | 61.18% |
| November 30, 2022 | 61.18% |
| October 31, 2022 | 61.18% |
| September 30, 2022 | 61.18% |
| August 31, 2022 | 61.18% |
| July 31, 2022 | 61.18% |
| June 30, 2022 | 61.18% |
| May 31, 2022 | 61.18% |
| April 30, 2022 | 61.18% |
| March 31, 2022 | 61.18% |
| Date | Value |
|---|---|
| February 28, 2022 | 61.18% |
| January 31, 2022 | 61.18% |
| December 31, 2021 | 61.18% |
| November 30, 2021 | 61.18% |
| October 31, 2021 | 61.18% |
| September 30, 2021 | 61.18% |
| August 31, 2021 | 61.18% |
| July 31, 2021 | 61.18% |
| June 30, 2021 | 61.18% |
| May 31, 2021 | 61.18% |
| April 30, 2021 | 61.18% |
| March 31, 2021 | 61.18% |
| February 28, 2021 | 61.18% |
| January 31, 2021 | 61.18% |
| December 31, 2020 | 61.18% |
| November 30, 2020 | 61.18% |
| October 31, 2020 | 61.18% |
| September 30, 2020 | 61.18% |
| August 31, 2020 | 60.42% |
| July 31, 2020 | 60.42% |
| June 30, 2020 | 59.80% |
| May 31, 2020 | 59.80% |
| April 30, 2020 | 58.50% |
| March 31, 2020 | 58.50% |
| February 29, 2020 | 42.98% |
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
42.98%
Minimum
Apr 2019
61.18%
Maximum
Sep 2020
57.68%
Average
61.18%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Bank7 Corp | 69.58% |
| Bank OZK | 70.41% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.221 |
| Beta (5Y) | 0.7737 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.51% |
| Historical Sharpe Ratio (5Y) | 0.1092 |
| Historical Sortino (5Y) | 0.1682 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.01% |