Southside Bancshares Inc (SBSI)
34.98
-0.14
(-0.40%)
USD |
NYSE |
Nov 21, 16:00
35.06
+0.08
(+0.23%)
After-Hours: 20:00
Southside Bancshares Max Drawdown (5Y): 39.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 39.21% |
| September 30, 2024 | 39.21% |
| August 31, 2024 | 39.21% |
| July 31, 2024 | 39.21% |
| June 30, 2024 | 39.21% |
| May 31, 2024 | 39.21% |
| April 30, 2024 | 39.21% |
| March 31, 2024 | 39.21% |
| February 29, 2024 | 39.21% |
| January 31, 2024 | 39.21% |
| December 31, 2023 | 39.21% |
| November 30, 2023 | 39.21% |
| October 31, 2023 | 39.21% |
| September 30, 2023 | 39.21% |
| August 31, 2023 | 39.21% |
| July 31, 2023 | 39.21% |
| June 30, 2023 | 38.95% |
| May 31, 2023 | 37.71% |
| April 30, 2023 | 35.22% |
| March 31, 2023 | 35.22% |
| February 28, 2023 | 35.22% |
| January 31, 2023 | 35.22% |
| December 31, 2022 | 35.22% |
| November 30, 2022 | 35.22% |
| October 31, 2022 | 35.22% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.22% |
| August 31, 2022 | 35.22% |
| July 31, 2022 | 35.22% |
| June 30, 2022 | 35.22% |
| May 31, 2022 | 35.22% |
| April 30, 2022 | 35.22% |
| March 31, 2022 | 35.22% |
| February 28, 2022 | 35.22% |
| January 31, 2022 | 35.22% |
| December 31, 2021 | 35.22% |
| November 30, 2021 | 35.22% |
| October 31, 2021 | 35.22% |
| September 30, 2021 | 35.22% |
| August 31, 2021 | 35.22% |
| July 31, 2021 | 35.22% |
| June 30, 2021 | 35.22% |
| May 31, 2021 | 35.22% |
| April 30, 2021 | 35.22% |
| March 31, 2021 | 35.22% |
| February 28, 2021 | 35.22% |
| January 31, 2021 | 35.22% |
| December 31, 2020 | 37.31% |
| November 30, 2020 | 37.31% |
| October 31, 2020 | 37.31% |
| September 30, 2020 | 37.31% |
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
35.22%
Minimum
Jan 2021
39.21%
Maximum
Jul 2023
36.87%
Average
37.31%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Camden National Corp | 43.56% |
| Community Trust Bancorp Inc | 42.95% |
| PNC Financial Services Group Inc | 49.58% |
| Trustco Bank Corp N Y | 49.47% |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.510 |
| Beta (5Y) | 0.5462 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.55% |
| Historical Sharpe Ratio (5Y) | 0.0183 |
| Historical Sortino (5Y) | 0.0327 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.91% |