Northrim BanCorp Inc (NRIM)
50.38
-0.12
(-0.24%)
USD |
NASDAQ |
May 03, 12:53
Northrim BanCorp Max Drawdown (5Y): 54.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.01% |
March 31, 2024 | 54.01% |
February 29, 2024 | 54.01% |
January 31, 2024 | 54.01% |
December 31, 2023 | 54.01% |
November 30, 2023 | 54.01% |
October 31, 2023 | 54.01% |
September 30, 2023 | 54.01% |
August 31, 2023 | 54.01% |
July 31, 2023 | 54.01% |
June 30, 2023 | 54.01% |
May 31, 2023 | 54.01% |
April 30, 2023 | 54.01% |
March 31, 2023 | 54.01% |
February 28, 2023 | 54.01% |
January 31, 2023 | 54.01% |
December 31, 2022 | 54.01% |
November 30, 2022 | 54.01% |
October 31, 2022 | 54.01% |
September 30, 2022 | 54.01% |
August 31, 2022 | 54.01% |
July 31, 2022 | 54.01% |
June 30, 2022 | 54.01% |
May 31, 2022 | 54.01% |
April 30, 2022 | 54.01% |
Date | Value |
---|---|
March 31, 2022 | 54.01% |
February 28, 2022 | 54.01% |
January 31, 2022 | 54.01% |
December 31, 2021 | 54.01% |
November 30, 2021 | 54.01% |
October 31, 2021 | 54.01% |
September 30, 2021 | 54.01% |
August 31, 2021 | 54.01% |
July 31, 2021 | 54.01% |
June 30, 2021 | 54.01% |
May 31, 2021 | 54.01% |
April 30, 2021 | 54.01% |
March 31, 2021 | 54.01% |
February 28, 2021 | 54.01% |
January 31, 2021 | 54.01% |
December 31, 2020 | 54.01% |
November 30, 2020 | 54.01% |
October 31, 2020 | 54.01% |
September 30, 2020 | 54.01% |
August 31, 2020 | 54.01% |
July 31, 2020 | 54.01% |
June 30, 2020 | 54.01% |
May 31, 2020 | 54.01% |
April 30, 2020 | 52.77% |
March 31, 2020 | 52.77% |
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
31.35%
Minimum
May 2019
54.01%
Maximum
May 2020
50.19%
Average
54.01%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Colony Bankcorp Inc | 52.28% |
Southern First Bancshares Inc | 67.19% |
HarborOne Bancorp Inc | 48.57% |
Eastern Bankshares Inc | -- |
Texas Community Bancshares Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.8034 |
Beta (5Y) | 0.7092 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.83% |
Historical Sharpe Ratio (5Y) | 0.2364 |
Historical Sortino (5Y) | 0.3394 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.06% |