OFG Bancorp (OFG)
45.19
+0.78
(+1.76%)
USD |
NYSE |
Nov 22, 11:45
OFG Bancorp Max Drawdown (5Y): 61.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 61.25% |
September 30, 2024 | 61.25% |
August 31, 2024 | 61.25% |
July 31, 2024 | 61.25% |
June 30, 2024 | 61.25% |
May 31, 2024 | 61.25% |
April 30, 2024 | 61.25% |
March 31, 2024 | 61.25% |
February 29, 2024 | 61.25% |
January 31, 2024 | 61.25% |
December 31, 2023 | 61.25% |
November 30, 2023 | 61.25% |
October 31, 2023 | 61.25% |
September 30, 2023 | 61.25% |
August 31, 2023 | 61.25% |
July 31, 2023 | 61.25% |
June 30, 2023 | 61.25% |
May 31, 2023 | 61.25% |
April 30, 2023 | 61.25% |
March 31, 2023 | 61.25% |
February 28, 2023 | 61.25% |
January 31, 2023 | 61.25% |
December 31, 2022 | 61.25% |
November 30, 2022 | 61.25% |
October 31, 2022 | 61.25% |
Date | Value |
---|---|
September 30, 2022 | 61.25% |
August 31, 2022 | 61.25% |
July 31, 2022 | 61.25% |
June 30, 2022 | 61.25% |
May 31, 2022 | 61.25% |
April 30, 2022 | 61.25% |
March 31, 2022 | 61.25% |
February 28, 2022 | 61.25% |
January 31, 2022 | 61.25% |
December 31, 2021 | 61.25% |
November 30, 2021 | 61.25% |
October 31, 2021 | 61.25% |
September 30, 2021 | 61.25% |
August 31, 2021 | 61.25% |
July 31, 2021 | 61.25% |
June 30, 2021 | 61.25% |
May 31, 2021 | 61.25% |
April 30, 2021 | 61.25% |
March 31, 2021 | 64.75% |
February 28, 2021 | 67.81% |
January 31, 2021 | 73.62% |
December 31, 2020 | 73.62% |
November 30, 2020 | 73.62% |
October 31, 2020 | 73.62% |
September 30, 2020 | 73.62% |
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
61.25%
Minimum
Apr 2021
73.62%
Maximum
Nov 2019
64.51%
Average
61.25%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
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) | 2.078 |
Beta (5Y) | 1.002 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.78% |
Historical Sharpe Ratio (5Y) | 0.408 |
Historical Sortino (5Y) | 0.5299 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.55% |