Sandy Spring Bancorp Inc (SASR)
37.17
+0.60
(+1.64%)
USD |
NASDAQ |
Nov 21, 16:00
37.18
+0.02
(+0.04%)
After-Hours: 20:00
Sandy Spring Bancorp Max Drawdown (5Y): 59.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 59.16% |
| September 30, 2024 | 59.16% |
| August 31, 2024 | 59.16% |
| July 31, 2024 | 59.16% |
| June 30, 2024 | 59.16% |
| May 31, 2024 | 59.16% |
| April 30, 2024 | 59.16% |
| March 31, 2024 | 59.16% |
| February 29, 2024 | 59.16% |
| January 31, 2024 | 59.16% |
| December 31, 2023 | 59.16% |
| November 30, 2023 | 59.16% |
| October 31, 2023 | 59.16% |
| September 30, 2023 | 59.16% |
| August 31, 2023 | 59.16% |
| July 31, 2023 | 59.16% |
| June 30, 2023 | 59.16% |
| May 31, 2023 | 59.16% |
| April 30, 2023 | 55.37% |
| March 31, 2023 | 54.82% |
| February 28, 2023 | 54.82% |
| January 31, 2023 | 54.82% |
| December 31, 2022 | 54.82% |
| November 30, 2022 | 54.82% |
| October 31, 2022 | 54.82% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.82% |
| August 31, 2022 | 54.82% |
| July 31, 2022 | 54.82% |
| June 30, 2022 | 54.82% |
| May 31, 2022 | 54.82% |
| April 30, 2022 | 54.82% |
| March 31, 2022 | 54.82% |
| February 28, 2022 | 54.82% |
| January 31, 2022 | 54.82% |
| December 31, 2021 | 54.82% |
| November 30, 2021 | 54.82% |
| October 31, 2021 | 54.82% |
| September 30, 2021 | 54.82% |
| August 31, 2021 | 54.82% |
| July 31, 2021 | 54.82% |
| June 30, 2021 | 54.82% |
| May 31, 2021 | 54.82% |
| April 30, 2021 | 54.82% |
| March 31, 2021 | 54.82% |
| February 28, 2021 | 54.82% |
| January 31, 2021 | 54.82% |
| December 31, 2020 | 54.82% |
| November 30, 2020 | 54.82% |
| October 31, 2020 | 54.82% |
| September 30, 2020 | 54.82% |
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
29.67%
Minimum
Nov 2019
59.16%
Maximum
May 2023
54.46%
Average
54.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Atlantic Union Bankshares Corp | 52.06% |
| BCB Bancorp Inc | 50.84% |
| Sierra Bancorp | 56.38% |
| Union Bankshares Inc | 66.36% |
| Valley National Bancorp | 53.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.68 |
| Beta (5Y) | 0.9441 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.15% |
| Historical Sharpe Ratio (5Y) | 0.0406 |
| Historical Sortino (5Y) | 0.0618 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.67% |