OFG Bancorp (OFG)
34.79
+1.35
(+4.04%)
USD |
NYSE |
Apr 19, 16:00
34.78
-0.01
(-0.03%)
After-Hours: 18:54
OFG Bancorp Max Drawdown (5Y): 61.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 61.25% |
| February 28, 2021 | 61.25% |
| January 31, 2021 | 64.75% |
| December 31, 2020 | 64.75% |
| November 30, 2020 | 73.62% |
| October 31, 2020 | 73.62% |
| September 30, 2020 | 73.62% |
| August 31, 2020 | 73.62% |
| July 31, 2020 | 73.62% |
| June 30, 2020 | 73.62% |
| May 31, 2020 | 73.62% |
| April 30, 2020 | 73.62% |
| March 31, 2020 | 73.62% |
| February 29, 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
Feb 2021
73.62%
Maximum
Apr 2019
65.49%
Average
61.25%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Popular Inc | 58.93% |
| First BanCorp | 67.82% |
| Freedom Internet Group Inc | -- |
| Unusual Machines Inc | -- |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4282 |
| Beta (5Y) | 1.086 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.54% |
| Historical Sharpe Ratio (5Y) | 0.3661 |
| Historical Sortino (5Y) | 0.4852 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.16% |