Old National Bancorp (ONB)

21.67 +0.01 (+0.05%) USD  |  NASDAQ  |  Dec 24, 12:37
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Old National Bancorp Max Drawdown (5Y): 40.76% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -5.377
Beta (5Y) 0.8638
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.37%
Historical Sharpe Ratio (5Y) 0.1963
Historical Sortino (5Y) 0.3405
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.73%