Old National Bancorp (ONB)
18.96
+0.05
(+0.26%)
USD |
NASDAQ |
Nov 05, 09:38
Old National Bancorp Max Drawdown (5Y): 40.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 40.76% |
September 30, 2024 | 40.76% |
August 31, 2024 | 40.76% |
July 31, 2024 | 40.76% |
June 30, 2024 | 40.76% |
May 31, 2024 | 40.76% |
April 30, 2024 | 40.76% |
March 31, 2024 | 40.76% |
February 29, 2024 | 40.76% |
January 31, 2024 | 40.76% |
December 31, 2023 | 40.76% |
November 30, 2023 | 40.76% |
October 31, 2023 | 40.76% |
September 30, 2023 | 40.76% |
August 31, 2023 | 40.76% |
July 31, 2023 | 40.76% |
June 30, 2023 | 40.76% |
May 31, 2023 | 40.76% |
April 30, 2023 | 40.76% |
March 31, 2023 | 40.76% |
February 28, 2023 | 40.76% |
January 31, 2023 | 40.76% |
December 31, 2022 | 40.76% |
November 30, 2022 | 40.76% |
October 31, 2022 | 40.76% |
Date | Value |
---|---|
September 30, 2022 | 40.76% |
August 31, 2022 | 40.76% |
July 31, 2022 | 40.76% |
June 30, 2022 | 40.76% |
May 31, 2022 | 40.76% |
April 30, 2022 | 40.76% |
March 31, 2022 | 40.76% |
February 28, 2022 | 40.76% |
January 31, 2022 | 40.76% |
December 31, 2021 | 40.76% |
November 30, 2021 | 40.76% |
October 31, 2021 | 40.76% |
September 30, 2021 | 40.76% |
August 31, 2021 | 40.76% |
July 31, 2021 | 40.76% |
June 30, 2021 | 40.76% |
May 31, 2021 | 40.76% |
April 30, 2021 | 40.76% |
March 31, 2021 | 40.76% |
February 28, 2021 | 40.76% |
January 31, 2021 | 40.76% |
December 31, 2020 | 40.76% |
November 30, 2020 | 40.76% |
October 31, 2020 | 40.76% |
September 30, 2020 | 40.76% |
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
29.51%
Minimum
Nov 2019
40.76%
Maximum
May 2020
39.94%
Average
40.76%
Median
May 2020
Max Drawdown (5Y) Benchmarks
MidWestOne Financial Group Inc | 55.94% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.033 |
Beta (5Y) | 0.8178 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.57% |
Historical Sharpe Ratio (5Y) | 0.0825 |
Historical Sortino (5Y) | 0.1397 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.73% |