Peapack Gladstone Financial Corp (PGC)
22.72
+0.40
(+1.79%)
USD |
NASDAQ |
May 01, 12:07
Peapack Gladstone Financial Max Drawdown (5Y): 65.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.20% |
March 31, 2024 | 65.20% |
February 29, 2024 | 65.20% |
January 31, 2024 | 65.20% |
December 31, 2023 | 65.20% |
November 30, 2023 | 65.20% |
October 31, 2023 | 65.20% |
September 30, 2023 | 65.20% |
August 31, 2023 | 65.20% |
July 31, 2023 | 65.20% |
June 30, 2023 | 65.20% |
May 31, 2023 | 65.20% |
April 30, 2023 | 65.20% |
March 31, 2023 | 65.20% |
February 28, 2023 | 65.20% |
January 31, 2023 | 65.20% |
December 31, 2022 | 65.20% |
November 30, 2022 | 65.20% |
October 31, 2022 | 65.20% |
September 30, 2022 | 65.20% |
August 31, 2022 | 65.20% |
July 31, 2022 | 65.20% |
June 30, 2022 | 65.20% |
May 31, 2022 | 65.20% |
April 30, 2022 | 65.20% |
Date | Value |
---|---|
March 31, 2022 | 65.20% |
February 28, 2022 | 65.20% |
January 31, 2022 | 65.20% |
December 31, 2021 | 65.20% |
November 30, 2021 | 65.20% |
October 31, 2021 | 65.20% |
September 30, 2021 | 65.20% |
August 31, 2021 | 65.20% |
July 31, 2021 | 65.20% |
June 30, 2021 | 65.20% |
May 31, 2021 | 65.20% |
April 30, 2021 | 65.20% |
March 31, 2021 | 65.20% |
February 28, 2021 | 65.20% |
January 31, 2021 | 65.20% |
December 31, 2020 | 65.20% |
November 30, 2020 | 65.20% |
October 31, 2020 | 65.20% |
September 30, 2020 | 65.20% |
August 31, 2020 | 65.20% |
July 31, 2020 | 65.20% |
June 30, 2020 | 65.20% |
May 31, 2020 | 65.20% |
April 30, 2020 | 65.20% |
March 31, 2020 | 65.20% |
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
34.33%
Minimum
May 2019
65.20%
Maximum
Mar 2020
60.06%
Average
65.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Independent Bank Corp | 52.59% |
Provident Financial Services Inc | 64.08% |
Washington Trust Bancorp Inc | 60.33% |
Cambridge Bancorp | 50.25% |
Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.46 |
Beta (5Y) | 0.992 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.44% |
Historical Sharpe Ratio (5Y) | -0.1667 |
Historical Sortino (5Y) | -0.2067 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.26% |