OFG Bancorp (OFG)

43.27 +0.71 (+1.67%) USD  |  NYSE  |  Dec 24, 16:00
More

OFG Bancorp Max Drawdown (5Y): 61.25% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for OFG.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Popular Inc 58.93%
First BanCorp 67.82%
Freedom Internet Group Inc --
Bar Harbor Bankshares Inc 54.34%
The Marygold Companies Inc 83.67%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.927
Beta (5Y) 1.017
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.72%
Historical Sharpe Ratio (5Y) 0.4497
Historical Sortino (5Y) 0.5798
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.82%