Bank of N.T Butterfield & Son Ltd (NTB)
38.28
+0.78
(+2.08%)
USD |
NYSE |
Nov 21, 16:00
39.95
+1.67
(+4.36%)
Pre-Market: 09:06
Bank of N.T Butterfield & Son Max Drawdown (5Y): 69.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 69.72% |
September 30, 2024 | 69.72% |
August 31, 2024 | 69.72% |
July 31, 2024 | 69.72% |
June 30, 2024 | 69.72% |
May 31, 2024 | 69.72% |
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% |
Date | Value |
---|---|
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% |
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% |
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
48.20%
Minimum
Nov 2019
69.72%
Maximum
Mar 2020
68.28%
Average
69.72%
Median
Mar 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) | -9.506 |
Beta (5Y) | 1.178 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.07% |
Historical Sharpe Ratio (5Y) | 0.1421 |
Historical Sortino (5Y) | 0.1967 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.99% |