Signature Bank (SBNY)
1.20
-0.05
(-4.00%)
USD |
OTCM |
Nov 21, 16:00
Signature Bank Max Drawdown (5Y): 100.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 100.00% |
| September 30, 2024 | 100.00% |
| August 31, 2024 | 100.00% |
| July 31, 2024 | 100.00% |
| June 30, 2024 | 100.00% |
| May 31, 2024 | 100.00% |
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 100.00% |
| October 31, 2023 | 100.00% |
| September 30, 2023 | 100.00% |
| August 31, 2023 | 99.99% |
| July 31, 2023 | 99.99% |
| June 30, 2023 | 99.98% |
| May 31, 2023 | 99.98% |
| April 30, 2023 | 99.97% |
| March 31, 2023 | 99.96% |
| February 28, 2023 | 69.39% |
| January 31, 2023 | 69.39% |
| December 31, 2022 | 69.15% |
| November 30, 2022 | 63.54% |
| October 31, 2022 | 60.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.68% |
| August 31, 2022 | 54.49% |
| July 31, 2022 | 54.49% |
| June 30, 2022 | 54.49% |
| May 31, 2022 | 54.49% |
| April 30, 2022 | 54.49% |
| March 31, 2022 | 54.49% |
| February 28, 2022 | 54.49% |
| January 31, 2022 | 54.49% |
| December 31, 2021 | 54.49% |
| November 30, 2021 | 54.49% |
| October 31, 2021 | 54.49% |
| September 30, 2021 | 54.49% |
| August 31, 2021 | 54.49% |
| July 31, 2021 | 54.49% |
| June 30, 2021 | 54.49% |
| May 31, 2021 | 54.49% |
| April 30, 2021 | 54.49% |
| March 31, 2021 | 54.49% |
| February 28, 2021 | 54.49% |
| January 31, 2021 | 54.49% |
| December 31, 2020 | 54.49% |
| November 30, 2020 | 54.49% |
| October 31, 2020 | 54.49% |
| September 30, 2020 | 54.49% |
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
37.85%
Minimum
Nov 2019
100.00%
Maximum
Oct 2023
69.61%
Average
54.49%
Median
Apr 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) | -185.72 |
| Beta (5Y) | 9.606 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.37K% |
| Historical Sharpe Ratio (5Y) | -0.0141 |
| Historical Sortino (5Y) | -0.7223 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 58.24% |