Old Second Bancorp Inc (OSBC)

17.66 +0.38 (+2.20%) USD  |  NASDAQ  |  Dec 20, 16:00
17.65 -0.01 (-0.06%) Pre-Market: 20:00
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Old Second Bancorp Max Drawdown (5Y): 60.07% 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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Commerce Bancshares Inc 38.21%
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) -6.997
Beta (5Y) 1.078
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.85%
Historical Sharpe Ratio (5Y) 0.2009
Historical Sortino (5Y) 0.2784
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.71%