National Bank Holdings Corp (NBHC)
48.80
+0.23
(+0.47%)
USD |
NYSE |
Nov 14, 10:53
National Bank Holdings Max Drawdown (5Y): 48.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.42% |
| September 30, 2024 | 48.42% |
| August 31, 2024 | 48.42% |
| July 31, 2024 | 48.42% |
| June 30, 2024 | 48.42% |
| May 31, 2024 | 48.42% |
| April 30, 2024 | 48.42% |
| March 31, 2024 | 48.42% |
| February 29, 2024 | 48.42% |
| January 31, 2024 | 48.42% |
| December 31, 2023 | 48.42% |
| November 30, 2023 | 48.42% |
| October 31, 2023 | 48.42% |
| September 30, 2023 | 48.42% |
| August 31, 2023 | 48.42% |
| July 31, 2023 | 48.42% |
| June 30, 2023 | 48.42% |
| May 31, 2023 | 48.42% |
| April 30, 2023 | 48.42% |
| March 31, 2023 | 48.42% |
| February 28, 2023 | 48.42% |
| January 31, 2023 | 48.42% |
| December 31, 2022 | 48.42% |
| November 30, 2022 | 48.42% |
| October 31, 2022 | 48.42% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.42% |
| August 31, 2022 | 48.42% |
| July 31, 2022 | 48.42% |
| June 30, 2022 | 48.42% |
| May 31, 2022 | 48.42% |
| April 30, 2022 | 48.42% |
| March 31, 2022 | 48.42% |
| February 28, 2022 | 48.42% |
| January 31, 2022 | 48.42% |
| December 31, 2021 | 48.42% |
| November 30, 2021 | 48.42% |
| October 31, 2021 | 48.42% |
| September 30, 2021 | 48.42% |
| August 31, 2021 | 48.42% |
| July 31, 2021 | 48.42% |
| June 30, 2021 | 48.42% |
| May 31, 2021 | 48.42% |
| April 30, 2021 | 48.42% |
| March 31, 2021 | 48.42% |
| February 28, 2021 | 48.42% |
| January 31, 2021 | 48.42% |
| December 31, 2020 | 48.42% |
| November 30, 2020 | 48.42% |
| October 31, 2020 | 48.42% |
| September 30, 2020 | 48.42% |
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
28.07%
Minimum
Nov 2019
48.42%
Maximum
Mar 2020
47.06%
Average
48.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Wesbanco Inc | 61.57% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.908 |
| Beta (5Y) | 0.8361 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.92% |
| Historical Sharpe Ratio (5Y) | 0.1788 |
| Historical Sortino (5Y) | 0.2898 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.02% |