NBT Bancorp Inc (NBTB)
50.32
+0.26
(+0.51%)
USD |
NASDAQ |
Dec 09, 10:41
NBT Bancorp Max Drawdown (5Y): 37.88% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
November 30, 2024 | 37.88% |
October 31, 2024 | 37.88% |
September 30, 2024 | 37.88% |
August 31, 2024 | 37.88% |
July 31, 2024 | 37.88% |
June 30, 2024 | 37.88% |
May 31, 2024 | 37.88% |
April 30, 2024 | 37.88% |
March 31, 2024 | 37.88% |
February 29, 2024 | 37.88% |
January 31, 2024 | 37.88% |
December 31, 2023 | 37.88% |
November 30, 2023 | 37.88% |
October 31, 2023 | 37.88% |
September 30, 2023 | 37.88% |
August 31, 2023 | 37.88% |
July 31, 2023 | 37.88% |
June 30, 2023 | 37.88% |
May 31, 2023 | 37.88% |
April 30, 2023 | 35.11% |
March 31, 2023 | 35.11% |
February 28, 2023 | 35.11% |
January 31, 2023 | 35.11% |
December 31, 2022 | 35.11% |
November 30, 2022 | 35.11% |
Date | Value |
---|---|
October 31, 2022 | 35.11% |
September 30, 2022 | 35.11% |
August 31, 2022 | 35.11% |
July 31, 2022 | 35.11% |
June 30, 2022 | 35.11% |
May 31, 2022 | 35.11% |
April 30, 2022 | 35.11% |
March 31, 2022 | 35.11% |
February 28, 2022 | 35.11% |
January 31, 2022 | 35.11% |
December 31, 2021 | 35.11% |
November 30, 2021 | 35.11% |
October 31, 2021 | 35.11% |
September 30, 2021 | 35.11% |
August 31, 2021 | 35.11% |
July 31, 2021 | 35.11% |
June 30, 2021 | 35.11% |
May 31, 2021 | 35.11% |
April 30, 2021 | 35.11% |
March 31, 2021 | 35.11% |
February 28, 2021 | 35.11% |
January 31, 2021 | 35.11% |
December 31, 2020 | 35.11% |
November 30, 2020 | 35.11% |
October 31, 2020 | 34.51% |
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
24.00%
Minimum
Dec 2019
37.88%
Maximum
May 2023
35.17%
Average
35.11%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Evans Bancorp Inc | 55.08% |
Bar Harbor Bankshares Inc | 54.34% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.475 |
Beta (5Y) | 0.5177 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.63% |
Historical Sharpe Ratio (5Y) | 0.1776 |
Historical Sortino (5Y) | 0.3336 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.64% |