Republic Bancorp Inc (RBCAA)
76.43
-1.69
(-2.16%)
USD |
NASDAQ |
Nov 13, 16:00
76.55
+0.12
(+0.16%)
After-Hours: 20:00
Republic Bancorp Max Drawdown (5Y): 44.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 44.70% |
September 30, 2024 | 44.70% |
August 31, 2024 | 44.70% |
July 31, 2024 | 44.70% |
June 30, 2024 | 44.70% |
May 31, 2024 | 44.70% |
April 30, 2024 | 44.70% |
March 31, 2024 | 44.70% |
February 29, 2024 | 44.70% |
January 31, 2024 | 44.70% |
December 31, 2023 | 44.70% |
November 30, 2023 | 44.70% |
October 31, 2023 | 44.70% |
September 30, 2023 | 44.70% |
August 31, 2023 | 44.70% |
July 31, 2023 | 44.70% |
June 30, 2023 | 44.70% |
May 31, 2023 | 44.70% |
April 30, 2023 | 44.70% |
March 31, 2023 | 44.70% |
February 28, 2023 | 44.70% |
January 31, 2023 | 44.70% |
December 31, 2022 | 44.70% |
November 30, 2022 | 44.70% |
October 31, 2022 | 44.70% |
Date | Value |
---|---|
September 30, 2022 | 44.70% |
August 31, 2022 | 44.70% |
July 31, 2022 | 44.70% |
June 30, 2022 | 44.70% |
May 31, 2022 | 44.70% |
April 30, 2022 | 44.70% |
March 31, 2022 | 44.70% |
February 28, 2022 | 44.70% |
January 31, 2022 | 44.70% |
December 31, 2021 | 44.70% |
November 30, 2021 | 44.70% |
October 31, 2021 | 44.70% |
September 30, 2021 | 44.70% |
August 31, 2021 | 44.70% |
July 31, 2021 | 44.70% |
June 30, 2021 | 44.70% |
May 31, 2021 | 44.70% |
April 30, 2021 | 44.70% |
March 31, 2021 | 44.70% |
February 28, 2021 | 44.70% |
January 31, 2021 | 44.70% |
December 31, 2020 | 44.70% |
November 30, 2020 | 44.70% |
October 31, 2020 | 44.70% |
September 30, 2020 | 44.70% |
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
27.48%
Minimum
Nov 2019
44.70%
Maximum
Sep 2020
43.54%
Average
44.70%
Median
Sep 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) | 3.067 |
Beta (5Y) | 0.5144 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.11% |
Historical Sharpe Ratio (5Y) | 0.3454 |
Historical Sortino (5Y) | 0.6127 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.67% |