Republic Bancorp Inc (RBCAA)
51.90
+0.33
(+0.64%)
USD |
NASDAQ |
May 02, 16:00
51.81
-0.09
(-0.17%)
After-Hours: 20:00
Republic Bancorp Max Drawdown (5Y): 44.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 44.20% |
July 31, 2020 | 44.20% |
June 30, 2020 | 44.20% |
May 31, 2020 | 44.20% |
April 30, 2020 | 44.20% |
March 31, 2020 | 44.16% |
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
May 2019
44.70%
Maximum
Sep 2020
41.82%
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) | -3.747 |
Beta (5Y) | 0.5568 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.62% |
Historical Sharpe Ratio (5Y) | 0.0923 |
Historical Sortino (5Y) | 0.1512 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.38% |