Old National Bancorp (ONB)
16.70
+0.04
(+0.24%)
USD |
NASDAQ |
Apr 26, 12:57
Old National Bancorp Max Drawdown (5Y): 40.76% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 40.76% |
| July 31, 2020 | 40.76% |
| June 30, 2020 | 40.76% |
| May 31, 2020 | 40.76% |
| April 30, 2020 | 38.49% |
| March 31, 2020 | 38.49% |
| February 29, 2020 | 29.51% |
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
Apr 2019
40.76%
Maximum
May 2020
38.63%
Average
40.76%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Western Alliance Bancorp | 84.79% |
| Zions Bancorp NA | 72.22% |
| Capital City Bank Group Inc | 45.18% |
| East West Bancorp Inc | 67.67% |
| Peoples Bancorp Inc (Marietta OH) | 48.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.153 |
| Beta (5Y) | 0.8329 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.60% |
| Historical Sharpe Ratio (5Y) | 0.0919 |
| Historical Sortino (5Y) | 0.1483 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.73% |