National Bank Holdings Corp (NBHC)
33.50
-0.16
(-0.46%)
USD |
NYSE |
Apr 26, 16:00
33.50
0.00 (0.00%)
After-Hours: 20:00
National Bank Holdings Max Drawdown (5Y): 48.42% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 48.42% |
July 31, 2020 | 48.42% |
June 30, 2020 | 48.42% |
May 31, 2020 | 48.42% |
April 30, 2020 | 48.42% |
March 31, 2020 | 48.42% |
February 29, 2020 | 28.07% |
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
Apr 2019
48.42%
Maximum
Mar 2020
44.69%
Average
48.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Customers Bancorp Inc | 78.56% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 44.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.757 |
Beta (5Y) | 0.8413 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.40% |
Historical Sharpe Ratio (5Y) | 0.0687 |
Historical Sortino (5Y) | 0.1114 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.02% |