Red River Bancshares Inc (RRBI)
54.95
+2.27
(+4.31%)
USD |
NASDAQ |
Nov 05, 16:00
54.95
0.00 (0.00%)
After-Hours: 16:04
Red River Bancshares Max Drawdown (5Y): 46.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.91% |
| September 30, 2024 | 46.91% |
| August 31, 2024 | 46.91% |
| July 31, 2024 | 46.91% |
| June 30, 2024 | 46.91% |
| May 31, 2024 | 46.91% |
| April 30, 2024 | 46.91% |
| March 31, 2024 | 46.91% |
| February 29, 2024 | 46.91% |
| January 31, 2024 | 46.91% |
| December 31, 2023 | 46.91% |
| November 30, 2023 | 46.91% |
| October 31, 2023 | 46.91% |
| September 30, 2023 | 46.91% |
| August 31, 2023 | 46.91% |
| July 31, 2023 | 46.91% |
| June 30, 2023 | 46.91% |
| May 31, 2023 | 46.91% |
| April 30, 2023 | 46.91% |
| March 31, 2023 | 46.91% |
| February 28, 2023 | 46.91% |
| January 31, 2023 | 46.91% |
| December 31, 2022 | 46.91% |
| November 30, 2022 | 46.91% |
| October 31, 2022 | 46.91% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.91% |
| August 31, 2022 | 46.91% |
| July 31, 2022 | 46.91% |
| June 30, 2022 | 46.91% |
| May 31, 2022 | 46.91% |
| April 30, 2022 | 46.91% |
| March 31, 2022 | 46.91% |
| February 28, 2022 | 46.91% |
| January 31, 2022 | 46.91% |
| December 31, 2021 | 46.91% |
| November 30, 2021 | 46.91% |
| October 31, 2021 | 46.91% |
| September 30, 2021 | 46.91% |
| August 31, 2021 | 46.91% |
| July 31, 2021 | 46.91% |
| June 30, 2021 | 46.91% |
| May 31, 2021 | 46.91% |
| April 30, 2021 | 46.91% |
| March 31, 2021 | 46.91% |
| February 28, 2021 | 46.91% |
| January 31, 2021 | 46.91% |
| December 31, 2020 | 46.91% |
| November 30, 2020 | 46.91% |
| October 31, 2020 | 46.91% |
| September 30, 2020 | 46.91% |
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
15.76%
Minimum
Nov 2019
46.91%
Maximum
Mar 2020
44.83%
Average
46.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Banc of California Inc | 69.80% |
| Texas Capital Bancshares Inc | 81.15% |
| United Bankshares Inc | 52.34% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.126 |
| Beta (5Y) | 0.6067 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.61% |
| Historical Sharpe Ratio (5Y) | 0.0641 |
| Historical Sortino (5Y) | 0.0926 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.35% |