Bank of N.T Butterfield & Son Ltd (NTB)
35.37
+0.25
(+0.71%)
USD |
NYSE |
May 03, 16:00
35.41
+0.04
(+0.11%)
After-Hours: 20:00
Bank of N.T Butterfield & Son Max Drawdown (5Y): 69.72% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 69.72% |
March 31, 2024 | 69.72% |
February 29, 2024 | 69.72% |
January 31, 2024 | 69.72% |
December 31, 2023 | 69.72% |
November 30, 2023 | 69.72% |
October 31, 2023 | 69.72% |
September 30, 2023 | 69.72% |
August 31, 2023 | 69.72% |
July 31, 2023 | 69.72% |
June 30, 2023 | 69.72% |
May 31, 2023 | 69.72% |
April 30, 2023 | 69.72% |
March 31, 2023 | 69.72% |
February 28, 2023 | 69.72% |
January 31, 2023 | 69.72% |
December 31, 2022 | 69.72% |
November 30, 2022 | 69.72% |
October 31, 2022 | 69.72% |
September 30, 2022 | 69.72% |
August 31, 2022 | 69.72% |
July 31, 2022 | 69.72% |
June 30, 2022 | 69.72% |
May 31, 2022 | 69.72% |
April 30, 2022 | 69.72% |
Date | Value |
---|---|
March 31, 2022 | 69.72% |
February 28, 2022 | 69.72% |
January 31, 2022 | 69.72% |
December 31, 2021 | 69.72% |
November 30, 2021 | 69.72% |
October 31, 2021 | 69.72% |
September 30, 2021 | 69.72% |
August 31, 2021 | 69.72% |
July 31, 2021 | 69.72% |
June 30, 2021 | 69.72% |
May 31, 2021 | 69.72% |
April 30, 2021 | 69.72% |
March 31, 2021 | 69.72% |
February 28, 2021 | 69.72% |
January 31, 2021 | 69.72% |
December 31, 2020 | 69.72% |
November 30, 2020 | 69.72% |
October 31, 2020 | 69.72% |
September 30, 2020 | 69.72% |
August 31, 2020 | 69.72% |
July 31, 2020 | 69.72% |
June 30, 2020 | 69.72% |
May 31, 2020 | 69.72% |
April 30, 2020 | 69.72% |
March 31, 2020 | 69.72% |
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
43.28%
Minimum
May 2019
69.72%
Maximum
Mar 2020
65.89%
Average
69.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Old National Bancorp | 40.76% |
Pinnacle Financial Partners Inc | 57.42% |
Western Alliance Bancorp | 84.79% |
Zions Bancorp NA | 72.22% |
Prosperity Bancshares Inc | 42.29% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.37 |
Beta (5Y) | 1.235 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.15% |
Historical Sharpe Ratio (5Y) | 0.0096 |
Historical Sortino (5Y) | 0.0136 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.27% |