Park National Corp (PRK)
193.73
-1.12
(-0.57%)
USD |
NYAM |
Nov 13, 16:00
194.19
+0.46
(+0.24%)
After-Hours: 20:00
Park National Max Drawdown (5Y): 40.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 40.25% |
September 30, 2024 | 40.25% |
August 31, 2024 | 40.25% |
July 31, 2024 | 40.25% |
June 30, 2024 | 40.25% |
May 31, 2024 | 40.25% |
April 30, 2024 | 40.25% |
March 31, 2024 | 40.25% |
February 29, 2024 | 40.25% |
January 31, 2024 | 40.25% |
December 31, 2023 | 40.25% |
November 30, 2023 | 40.25% |
October 31, 2023 | 40.25% |
September 30, 2023 | 40.25% |
August 31, 2023 | 40.25% |
July 31, 2023 | 40.25% |
June 30, 2023 | 40.25% |
May 31, 2023 | 40.25% |
April 30, 2023 | 40.25% |
March 31, 2023 | 40.25% |
February 28, 2023 | 40.25% |
January 31, 2023 | 40.25% |
December 31, 2022 | 40.25% |
November 30, 2022 | 40.25% |
October 31, 2022 | 40.25% |
Date | Value |
---|---|
September 30, 2022 | 40.25% |
August 31, 2022 | 40.25% |
July 31, 2022 | 40.25% |
June 30, 2022 | 40.25% |
May 31, 2022 | 40.25% |
April 30, 2022 | 40.25% |
March 31, 2022 | 40.25% |
February 28, 2022 | 40.25% |
January 31, 2022 | 40.25% |
December 31, 2021 | 40.25% |
November 30, 2021 | 40.25% |
October 31, 2021 | 40.25% |
September 30, 2021 | 40.25% |
August 31, 2021 | 40.25% |
July 31, 2021 | 40.25% |
June 30, 2021 | 40.25% |
May 31, 2021 | 40.25% |
April 30, 2021 | 40.25% |
March 31, 2021 | 40.25% |
February 28, 2021 | 40.25% |
January 31, 2021 | 40.25% |
December 31, 2020 | 40.25% |
November 30, 2020 | 40.25% |
October 31, 2020 | 40.25% |
September 30, 2020 | 40.25% |
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
31.95%
Minimum
Nov 2019
40.25%
Maximum
Jul 2020
39.53%
Average
40.25%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Arrow Financial Corp | 50.55% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Tompkins Financial Corp | 47.80% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.213 |
Beta (5Y) | 0.6964 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.17% |
Historical Sharpe Ratio (5Y) | 0.4236 |
Historical Sortino (5Y) | 0.9114 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.91% |