Provident Bancorp Inc (PVBC)
9.62
-0.11
(-1.13%)
USD |
NASDAQ |
May 07, 16:00
9.65
+0.03
(+0.31%)
After-Hours: 20:00
Provident Bancorp Max Drawdown (5Y): 80.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.00% |
March 31, 2024 | 80.00% |
February 29, 2024 | 80.00% |
January 31, 2024 | 80.00% |
December 31, 2023 | 80.00% |
November 30, 2023 | 80.00% |
October 31, 2023 | 80.00% |
September 30, 2023 | 80.00% |
August 31, 2023 | 80.00% |
July 31, 2023 | 80.00% |
June 30, 2023 | 80.00% |
May 31, 2023 | 80.00% |
April 30, 2023 | 78.55% |
March 31, 2023 | 78.55% |
February 28, 2023 | 78.55% |
January 31, 2023 | 78.55% |
December 31, 2022 | 78.55% |
November 30, 2022 | 76.55% |
October 31, 2022 | 75.70% |
September 30, 2022 | 75.70% |
August 31, 2022 | 75.70% |
July 31, 2022 | 75.70% |
June 30, 2022 | 75.70% |
May 31, 2022 | 75.70% |
April 30, 2022 | 75.70% |
Date | Value |
---|---|
March 31, 2022 | 75.70% |
February 28, 2022 | 75.70% |
January 31, 2022 | 75.70% |
December 31, 2021 | 75.70% |
November 30, 2021 | 75.70% |
October 31, 2021 | 75.70% |
September 30, 2021 | 75.70% |
August 31, 2021 | 75.70% |
July 31, 2021 | 75.70% |
June 30, 2021 | 75.70% |
May 31, 2021 | 75.70% |
April 30, 2021 | 75.70% |
March 31, 2021 | 75.70% |
February 28, 2021 | 75.70% |
January 31, 2021 | 75.70% |
December 31, 2020 | 75.70% |
November 30, 2020 | 75.70% |
October 31, 2020 | 75.70% |
September 30, 2020 | 75.70% |
August 31, 2020 | 75.70% |
July 31, 2020 | 75.70% |
June 30, 2020 | 74.39% |
May 31, 2020 | 73.29% |
April 30, 2020 | 73.29% |
March 31, 2020 | 73.29% |
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
33.12%
Minimum
May 2019
80.00%
Maximum
May 2023
72.12%
Average
75.70%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Peoples Bancorp of North Carolina Inc | 56.44% |
Union Bankshares Inc | 66.36% |
OP Bancorp | 56.97% |
Linkbancorp Inc | -- |
Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.21 |
Beta (5Y) | 0.4719 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.71% |
Historical Sharpe Ratio (5Y) | -0.4363 |
Historical Sortino (5Y) | -0.4686 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.61% |