SB Financial Group Inc (SBFG)
20.75
-0.24
(-1.14%)
USD |
NASDAQ |
Nov 21, 16:00
20.66
-0.09
(-0.43%)
Pre-Market: 20:00
SB Financial Group Max Drawdown (5Y): 49.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.65% |
| September 30, 2024 | 49.65% |
| August 31, 2024 | 49.65% |
| July 31, 2024 | 49.65% |
| June 30, 2024 | 49.65% |
| May 31, 2024 | 49.65% |
| April 30, 2024 | 49.65% |
| March 31, 2024 | 49.65% |
| February 29, 2024 | 49.65% |
| January 31, 2024 | 49.65% |
| December 31, 2023 | 49.65% |
| November 30, 2023 | 49.65% |
| October 31, 2023 | 49.65% |
| September 30, 2023 | 49.65% |
| August 31, 2023 | 49.65% |
| July 31, 2023 | 49.65% |
| June 30, 2023 | 49.65% |
| May 31, 2023 | 49.65% |
| April 30, 2023 | 49.65% |
| March 31, 2023 | 49.65% |
| February 28, 2023 | 49.65% |
| January 31, 2023 | 49.65% |
| December 31, 2022 | 49.65% |
| November 30, 2022 | 49.65% |
| October 31, 2022 | 49.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.65% |
| August 31, 2022 | 49.65% |
| July 31, 2022 | 49.65% |
| June 30, 2022 | 49.65% |
| May 31, 2022 | 49.65% |
| April 30, 2022 | 49.65% |
| March 31, 2022 | 49.65% |
| February 28, 2022 | 49.65% |
| January 31, 2022 | 49.65% |
| December 31, 2021 | 49.65% |
| November 30, 2021 | 49.65% |
| October 31, 2021 | 49.65% |
| September 30, 2021 | 49.65% |
| August 31, 2021 | 49.65% |
| July 31, 2021 | 49.65% |
| June 30, 2021 | 49.65% |
| May 31, 2021 | 49.65% |
| April 30, 2021 | 49.65% |
| March 31, 2021 | 49.65% |
| February 28, 2021 | 49.65% |
| January 31, 2021 | 49.65% |
| December 31, 2020 | 49.65% |
| November 30, 2020 | 49.65% |
| October 31, 2020 | 49.65% |
| September 30, 2020 | 49.65% |
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
21.28%
Minimum
Nov 2019
49.65%
Maximum
Mar 2020
47.76%
Average
49.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Enterprise Bancorp Inc | 49.76% |
| Mid Penn Bancorp Inc | 56.28% |
| CB Financial Services Inc | 50.76% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.354 |
| Beta (5Y) | 0.7499 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.69% |
| Historical Sharpe Ratio (5Y) | 0.1284 |
| Historical Sortino (5Y) | 0.1591 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.62% |