Old Second Bancorp Inc (OSBC)
18.51
+0.13
(+0.71%)
USD |
NASDAQ |
Nov 21, 16:00
11.01
-7.50
(-40.52%)
After-Hours: 05:49
Old Second Bancorp Max Drawdown (5Y): 60.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.07% |
| September 30, 2024 | 60.07% |
| August 31, 2024 | 60.07% |
| July 31, 2024 | 60.07% |
| June 30, 2024 | 60.07% |
| May 31, 2024 | 60.07% |
| April 30, 2024 | 60.07% |
| March 31, 2024 | 60.07% |
| February 29, 2024 | 60.07% |
| January 31, 2024 | 60.07% |
| December 31, 2023 | 60.07% |
| November 30, 2023 | 60.07% |
| October 31, 2023 | 60.07% |
| September 30, 2023 | 60.07% |
| August 31, 2023 | 60.07% |
| July 31, 2023 | 60.07% |
| June 30, 2023 | 60.07% |
| May 31, 2023 | 60.07% |
| April 30, 2023 | 60.07% |
| March 31, 2023 | 60.07% |
| February 28, 2023 | 60.07% |
| January 31, 2023 | 60.07% |
| December 31, 2022 | 60.07% |
| November 30, 2022 | 60.07% |
| October 31, 2022 | 60.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.07% |
| August 31, 2022 | 60.07% |
| July 31, 2022 | 60.07% |
| June 30, 2022 | 60.07% |
| May 31, 2022 | 60.07% |
| April 30, 2022 | 60.07% |
| March 31, 2022 | 60.07% |
| February 28, 2022 | 60.07% |
| January 31, 2022 | 60.07% |
| December 31, 2021 | 60.07% |
| November 30, 2021 | 60.07% |
| October 31, 2021 | 60.07% |
| September 30, 2021 | 60.07% |
| August 31, 2021 | 60.07% |
| July 31, 2021 | 60.07% |
| June 30, 2021 | 60.07% |
| May 31, 2021 | 60.07% |
| April 30, 2021 | 60.07% |
| March 31, 2021 | 60.07% |
| February 28, 2021 | 60.07% |
| January 31, 2021 | 60.07% |
| December 31, 2020 | 60.07% |
| November 30, 2020 | 60.07% |
| October 31, 2020 | 60.07% |
| September 30, 2020 | 60.07% |
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
26.55%
Minimum
Jan 2020
60.07%
Maximum
Mar 2020
58.07%
Average
60.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First Merchants Corp | 53.02% |
| Commerce Bancshares Inc | 38.21% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.394 |
| Beta (5Y) | 1.056 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.37% |
| Historical Sharpe Ratio (5Y) | 0.1441 |
| Historical Sortino (5Y) | 0.1982 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.71% |