Renasant Corp (RNST)
31.32
+0.21
(+0.68%)
USD |
NYSE |
Mar 28, 16:00
31.32
0.00 (0.00%)
After-Hours: 19:11
Renasant Max Drawdown (5Y): 59.79% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 59.79% |
January 31, 2024 | 59.79% |
December 31, 2023 | 59.79% |
November 30, 2023 | 59.79% |
October 31, 2023 | 59.79% |
September 30, 2023 | 59.79% |
August 31, 2023 | 59.79% |
July 31, 2023 | 59.79% |
June 30, 2023 | 59.79% |
May 31, 2023 | 59.79% |
April 30, 2023 | 59.79% |
March 31, 2023 | 59.79% |
February 28, 2023 | 59.79% |
January 31, 2023 | 59.79% |
December 31, 2022 | 59.79% |
November 30, 2022 | 59.79% |
October 31, 2022 | 59.79% |
September 30, 2022 | 59.79% |
August 31, 2022 | 59.79% |
July 31, 2022 | 59.79% |
June 30, 2022 | 59.79% |
May 31, 2022 | 59.79% |
April 30, 2022 | 59.79% |
March 31, 2022 | 59.79% |
February 28, 2022 | 59.79% |
Date | Value |
---|---|
January 31, 2022 | 59.79% |
December 31, 2021 | 59.79% |
November 30, 2021 | 59.79% |
October 31, 2021 | 59.79% |
September 30, 2021 | 59.79% |
August 31, 2021 | 59.79% |
July 31, 2021 | 59.79% |
June 30, 2021 | 59.79% |
May 31, 2021 | 59.79% |
April 30, 2021 | 59.79% |
March 31, 2021 | 59.79% |
February 28, 2021 | 59.79% |
January 31, 2021 | 59.79% |
December 31, 2020 | 59.79% |
November 30, 2020 | 59.79% |
October 31, 2020 | 59.79% |
September 30, 2020 | 59.79% |
August 31, 2020 | 59.79% |
July 31, 2020 | 59.79% |
June 30, 2020 | 59.79% |
May 31, 2020 | 59.79% |
April 30, 2020 | 59.79% |
March 31, 2020 | 59.79% |
February 29, 2020 | 41.76% |
January 31, 2020 | 41.76% |
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
41.76%
Minimum
Mar 2019
59.79%
Maximum
Mar 2020
56.19%
Average
59.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Banner Corp | 56.45% |
CVB Financial Corp | 61.73% |
International Bancshares Corp | 63.38% |
Independent Bank Corp | 52.59% |
Bank OZK | 70.41% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.26 |
Beta (5Y) | 1.033 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.28% |
Historical Sharpe Ratio (5Y) | -0.0858 |
Historical Sortino (5Y) | -0.155 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.62% |