South Plains Financial Inc (SPFI)
39.12
+0.80
(+2.09%)
USD |
NASDAQ |
Nov 22, 10:33
South Plains Financial Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Prosperity Bancshares Inc | 42.29% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.929 |
| Beta (5Y) | 0.5842 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.92% |
| Historical Sharpe Ratio (5Y) | 0.4395 |
| Historical Sortino (5Y) | 0.6112 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.73% |