Southside Bancshares Inc (SBSI)
32.73
+0.60
(+1.87%)
USD |
NASDAQ |
Nov 05, 16:00
32.73
0.00 (0.00%)
After-Hours: 18:49
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 | 35.22% |
| November 30, 2020 | 35.22% |
| 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
Nov 2020
39.21%
Maximum
Jul 2023
36.80%
Average
36.26%
Median
Max Drawdown (5Y) Benchmarks
| Camden National Corp | 43.56% |
| Community Trust Bancorp Inc | 42.95% |
| Amalgamated Financial Corp | 62.93% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
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% |