OP Bancorp (OPBK)
14.55
-0.20
(-1.36%)
USD |
NASDAQ |
Nov 04, 16:00
OP Bancorp Max Drawdown (5Y): 56.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.97% |
| September 30, 2024 | 56.97% |
| August 31, 2024 | 56.97% |
| July 31, 2024 | 56.97% |
| June 30, 2024 | 56.97% |
| May 31, 2024 | 56.97% |
| April 30, 2024 | 56.97% |
| March 31, 2024 | 56.97% |
| February 29, 2024 | 56.97% |
| January 31, 2024 | 56.97% |
| December 31, 2023 | 56.97% |
| November 30, 2023 | 56.97% |
| October 31, 2023 | 56.97% |
| September 30, 2023 | 56.97% |
| August 31, 2023 | 56.97% |
| July 31, 2023 | 56.97% |
| June 30, 2023 | 56.97% |
| May 31, 2023 | 56.97% |
| April 30, 2023 | 56.97% |
| March 31, 2023 | 56.97% |
| February 28, 2023 | 56.97% |
| January 31, 2023 | 56.97% |
| December 31, 2022 | 56.97% |
| November 30, 2022 | 56.97% |
| October 31, 2022 | 56.97% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.97% |
| August 31, 2022 | 56.97% |
| July 31, 2022 | 56.97% |
| June 30, 2022 | 56.97% |
| May 31, 2022 | 56.97% |
| April 30, 2022 | 56.97% |
| March 31, 2022 | 56.97% |
| February 28, 2022 | 56.97% |
| January 31, 2022 | 56.97% |
| December 31, 2021 | 56.97% |
| November 30, 2021 | 56.97% |
| October 31, 2021 | 56.97% |
| September 30, 2021 | 56.97% |
| August 31, 2021 | 56.97% |
| July 31, 2021 | 56.97% |
| June 30, 2021 | 56.97% |
| May 31, 2021 | 56.97% |
| April 30, 2021 | 56.97% |
| March 31, 2021 | 56.97% |
| February 28, 2021 | 56.97% |
| January 31, 2021 | 56.97% |
| December 31, 2020 | 56.97% |
| November 30, 2020 | 56.97% |
| October 31, 2020 | 56.97% |
| September 30, 2020 | 56.97% |
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
40.74%
Minimum
Nov 2019
56.97%
Maximum
Sep 2020
55.63%
Average
56.97%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 47.80% |
| Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.844 |
| Beta (5Y) | 0.6016 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.24% |
| Historical Sharpe Ratio (5Y) | 0.2928 |
| Historical Sortino (5Y) | 0.5159 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.41% |