Northrim BanCorp Inc (NRIM)

78.90 +0.80 (+1.02%) USD  |  NASDAQ  |  Dec 24, 16:00
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Northrim BanCorp Max Drawdown (5Y): 54.01% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Southern First Bancshares Inc 67.19%
HarborOne Bancorp Inc 48.57%
Eastern Bankshares Inc --
Texas Community Bancshares Inc --
Blue Foundry Bancorp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.817
Beta (5Y) 0.8073
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.77%
Historical Sharpe Ratio (5Y) 0.5314
Historical Sortino (5Y) 0.7872
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.06%