Security National Corp (SNLC)
135.51
+0.01
(+0.01%)
USD |
OTCM |
May 07, 16:00
Security National Max Drawdown (5Y): 40.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.02% |
March 31, 2024 | 40.02% |
February 29, 2024 | 40.02% |
January 31, 2024 | 40.02% |
December 31, 2023 | 40.02% |
November 30, 2023 | 40.02% |
October 31, 2023 | 40.02% |
September 30, 2023 | 40.02% |
August 31, 2023 | 40.02% |
July 31, 2023 | 40.02% |
June 30, 2023 | 40.02% |
May 31, 2023 | 40.02% |
April 30, 2023 | 40.02% |
March 31, 2023 | 40.02% |
February 28, 2023 | 40.02% |
January 31, 2023 | 40.02% |
December 31, 2022 | 40.02% |
November 30, 2022 | 40.02% |
October 31, 2022 | 40.02% |
September 30, 2022 | 40.02% |
August 31, 2022 | 40.02% |
July 31, 2022 | 40.02% |
June 30, 2022 | 40.02% |
May 31, 2022 | 40.02% |
April 30, 2022 | 40.02% |
Date | Value |
---|---|
March 31, 2022 | 40.02% |
February 28, 2022 | 40.02% |
January 31, 2022 | 40.02% |
December 31, 2021 | 40.62% |
November 30, 2021 | 41.37% |
October 31, 2021 | 42.24% |
September 30, 2021 | 43.05% |
August 31, 2021 | 43.05% |
July 31, 2021 | 43.28% |
June 30, 2021 | 43.57% |
May 31, 2021 | 44.00% |
April 30, 2021 | 44.28% |
March 31, 2021 | 44.57% |
February 28, 2021 | 44.71% |
January 31, 2021 | 45.00% |
December 31, 2020 | 45.00% |
November 30, 2020 | 47.29% |
October 31, 2020 | 47.29% |
September 30, 2020 | 47.29% |
August 31, 2020 | 47.29% |
July 31, 2020 | 47.29% |
June 30, 2020 | 47.29% |
May 31, 2020 | 47.29% |
April 30, 2020 | 47.29% |
March 31, 2020 | 47.29% |
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
40.02%
Minimum
Jan 2022
47.29%
Maximum
May 2019
43.06%
Average
41.81%
Median
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) | 1.922 |
Beta (5Y) | 0.0803 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.91% |
Historical Sharpe Ratio (5Y) | 0.1573 |
Historical Sortino (5Y) | 0.1948 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.67% |