Patriot National Bancorp Inc (PNBK)
1.84
+0.03
(+1.66%)
USD |
NASDAQ |
Nov 13, 16:00
Patriot National Bancorp Max Drawdown (5Y): 91.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.49% |
| September 30, 2024 | 90.80% |
| August 31, 2024 | 90.80% |
| July 31, 2024 | 90.80% |
| June 30, 2024 | 89.66% |
| May 31, 2024 | 88.68% |
| April 30, 2024 | 81.78% |
| March 31, 2024 | 81.78% |
| February 29, 2024 | 81.78% |
| January 31, 2024 | 81.78% |
| December 31, 2023 | 81.78% |
| November 30, 2023 | 81.78% |
| October 31, 2023 | 81.78% |
| September 30, 2023 | 81.78% |
| August 31, 2023 | 81.78% |
| July 31, 2023 | 81.78% |
| June 30, 2023 | 81.78% |
| May 31, 2023 | 81.78% |
| April 30, 2023 | 81.78% |
| March 31, 2023 | 81.78% |
| February 28, 2023 | 81.78% |
| January 31, 2023 | 81.78% |
| December 31, 2022 | 81.78% |
| November 30, 2022 | 81.78% |
| October 31, 2022 | 81.78% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.78% |
| August 31, 2022 | 81.78% |
| July 31, 2022 | 81.78% |
| June 30, 2022 | 81.78% |
| May 31, 2022 | 81.78% |
| April 30, 2022 | 81.78% |
| March 31, 2022 | 81.78% |
| February 28, 2022 | 81.78% |
| January 31, 2022 | 81.78% |
| December 31, 2021 | 81.78% |
| November 30, 2021 | 81.78% |
| October 31, 2021 | 81.78% |
| September 30, 2021 | 81.78% |
| August 31, 2021 | 81.78% |
| July 31, 2021 | 81.78% |
| June 30, 2021 | 81.78% |
| May 31, 2021 | 81.78% |
| April 30, 2021 | 81.78% |
| March 31, 2021 | 81.78% |
| February 28, 2021 | 81.78% |
| January 31, 2021 | 81.78% |
| December 31, 2020 | 81.78% |
| November 30, 2020 | 81.78% |
| October 31, 2020 | 81.78% |
| September 30, 2020 | 81.78% |
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
50.20%
Minimum
Nov 2019
91.49%
Maximum
Oct 2024
80.42%
Average
81.78%
Median
Apr 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) | -40.49 |
| Beta (5Y) | 0.2925 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.79% |
| Historical Sharpe Ratio (5Y) | -0.6955 |
| Historical Sortino (5Y) | -0.9718 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.56% |