Peoples Bancorp Inc (PEBC)
31.11
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Peoples Bancorp Max Drawdown (5Y): 30.90% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 30.90% |
April 30, 2024 | 30.90% |
March 31, 2024 | 30.90% |
February 29, 2024 | 30.90% |
January 31, 2024 | 30.90% |
December 31, 2023 | 30.90% |
November 30, 2023 | 30.90% |
October 31, 2023 | 30.90% |
September 30, 2023 | 30.90% |
August 31, 2023 | 30.90% |
July 31, 2023 | 30.90% |
June 30, 2023 | 30.90% |
May 31, 2023 | 30.90% |
April 30, 2023 | 30.90% |
March 31, 2023 | 30.90% |
February 28, 2023 | 30.90% |
January 31, 2023 | 30.90% |
December 31, 2022 | 30.90% |
November 30, 2022 | 30.90% |
October 31, 2022 | 30.90% |
September 30, 2022 | 30.90% |
August 31, 2022 | 30.90% |
July 31, 2022 | 30.90% |
June 30, 2022 | 30.90% |
May 31, 2022 | 30.90% |
Date | Value |
---|---|
April 30, 2022 | 30.90% |
March 31, 2022 | 30.90% |
February 28, 2022 | 41.83% |
January 31, 2022 | 41.83% |
December 31, 2021 | 41.83% |
November 30, 2021 | 42.07% |
October 31, 2021 | 42.07% |
September 30, 2021 | 57.33% |
August 31, 2021 | 57.33% |
July 31, 2021 | 57.33% |
June 30, 2021 | 57.33% |
May 31, 2021 | 57.33% |
April 30, 2021 | 57.33% |
March 31, 2021 | 57.33% |
February 28, 2021 | 57.33% |
January 31, 2021 | 57.33% |
December 31, 2020 | 57.33% |
November 30, 2020 | 60.38% |
October 31, 2020 | 66.04% |
September 30, 2020 | 69.43% |
August 31, 2020 | 71.70% |
July 31, 2020 | 71.70% |
June 30, 2020 | 71.70% |
May 31, 2020 | 71.70% |
April 30, 2020 | 71.70% |
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
30.90%
Minimum
Mar 2022
76.33%
Maximum
Jun 2019
48.58%
Average
41.95%
Median
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) | -4.411 |
Beta (5Y) | 0.2023 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.54% |
Historical Sharpe Ratio (5Y) | -0.0838 |
Historical Sortino (5Y) | -0.1096 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.73% |