National Bankshares Inc (NKSH)
27.37
-0.16
(-0.58%)
USD |
NASDAQ |
May 02, 11:20
National Bankshares Max Drawdown (5Y): 48.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 48.69% |
| March 31, 2024 | 48.69% |
| February 29, 2024 | 48.69% |
| January 31, 2024 | 48.69% |
| December 31, 2023 | 48.69% |
| November 30, 2023 | 48.69% |
| October 31, 2023 | 48.69% |
| September 30, 2023 | 48.69% |
| August 31, 2023 | 48.69% |
| July 31, 2023 | 48.69% |
| June 30, 2023 | 48.69% |
| May 31, 2023 | 48.69% |
| April 30, 2023 | 48.69% |
| March 31, 2023 | 48.69% |
| February 28, 2023 | 48.69% |
| January 31, 2023 | 48.69% |
| December 31, 2022 | 48.69% |
| November 30, 2022 | 48.69% |
| October 31, 2022 | 48.69% |
| September 30, 2022 | 48.69% |
| August 31, 2022 | 48.69% |
| July 31, 2022 | 48.69% |
| June 30, 2022 | 48.69% |
| May 31, 2022 | 48.69% |
| April 30, 2022 | 48.69% |
| Date | Value |
|---|---|
| March 31, 2022 | 48.69% |
| February 28, 2022 | 48.69% |
| January 31, 2022 | 48.69% |
| December 31, 2021 | 48.69% |
| November 30, 2021 | 48.69% |
| October 31, 2021 | 48.69% |
| September 30, 2021 | 48.69% |
| August 31, 2021 | 48.69% |
| July 31, 2021 | 48.69% |
| June 30, 2021 | 48.69% |
| May 31, 2021 | 48.69% |
| April 30, 2021 | 48.69% |
| March 31, 2021 | 48.69% |
| February 28, 2021 | 48.69% |
| January 31, 2021 | 48.69% |
| December 31, 2020 | 48.69% |
| November 30, 2020 | 48.69% |
| October 31, 2020 | 48.69% |
| September 30, 2020 | 48.69% |
| August 31, 2020 | 46.31% |
| July 31, 2020 | 45.77% |
| June 30, 2020 | 45.11% |
| May 31, 2020 | 45.11% |
| April 30, 2020 | 44.24% |
| March 31, 2020 | 40.02% |
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
30.22%
Minimum
May 2019
48.69%
Maximum
Sep 2020
45.40%
Average
48.69%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 47.80% |
| Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.75 |
| Beta (5Y) | 0.5779 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.78% |
| Historical Sharpe Ratio (5Y) | -0.1986 |
| Historical Sortino (5Y) | -0.3265 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.40% |