Midland States Bancorp Inc (MSBI)
26.71
+0.01
(+0.04%)
USD |
NASDAQ |
Nov 15, 16:00
26.74
+0.03
(+0.11%)
Pre-Market: 20:00
Midland States Bancorp Max Drawdown (5Y): 61.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.18% |
| September 30, 2024 | 61.18% |
| August 31, 2024 | 61.18% |
| July 31, 2024 | 61.18% |
| June 30, 2024 | 61.18% |
| May 31, 2024 | 61.18% |
| April 30, 2024 | 61.18% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
61.18%
Maximum
Sep 2020
59.81%
Average
61.18%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Cathay General Bancorp | 55.69% |
| Eagle Bancorp Inc | 71.97% |
| East West Bancorp Inc | 67.67% |
| First Citizens BancShares Inc | 47.49% |
| Flushing Financial Corp | 67.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.348 |
| Beta (5Y) | 0.7371 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.09% |
| Historical Sharpe Ratio (5Y) | 0.0323 |
| Historical Sortino (5Y) | 0.0516 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.01% |