OFG Bancorp (OFG)
43.91
-0.67
(-1.50%)
USD |
NYSE |
Nov 14, 12:36
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 | 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% |
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
Nov 2019
64.05%
Average
61.25%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Popular Inc | 58.93% |
| First BanCorp | 67.82% |
| Freedom Internet Group Inc | -- |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
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% |