Southside Bancshares Inc (SBSI)
27.57
+0.52
(+1.92%)
USD |
NASDAQ |
May 02, 16:00
27.56
-0.01
(-0.04%)
After-Hours: 20:00
Southside Bancshares Max Drawdown (5Y): 39.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 35.22% |
| November 30, 2020 | 35.22% |
| October 31, 2020 | 37.31% |
| September 30, 2020 | 37.31% |
| August 31, 2020 | 37.31% |
| July 31, 2020 | 37.31% |
| June 30, 2020 | 37.31% |
| May 31, 2020 | 37.31% |
| April 30, 2020 | 37.31% |
| March 31, 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
Nov 2020
39.21%
Maximum
Jul 2023
36.61%
Average
36.26%
Median
Max Drawdown (5Y) Benchmarks
| Fulton Financial Corp | 49.38% |
| Bank OZK | 70.41% |
| First Merchants Corp | 53.02% |
| Mercantile Bank Corp | 52.14% |
| Peoples Bancorp Inc (Marietta OH) | 48.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.716 |
| Beta (5Y) | 0.5505 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.91% |
| Historical Sharpe Ratio (5Y) | -0.1283 |
| Historical Sortino (5Y) | -0.2143 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.91% |