1st Source Corp (SRCE)

59.18 -0.13 (-0.22%) USD  |  NASDAQ  |  Dec 20, 16:00
59.23 +0.05 (+0.08%) After-Hours: 20:00
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1st Source Max Drawdown (5Y): 51.72% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Northeast Bank 70.25%
Peoples Bancorp Inc (Marietta OH) 48.97%
Bar Harbor Bankshares Inc 54.34%
Evans Bancorp Inc 55.08%
Park National Corp 40.25%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.398
Beta (5Y) 0.7984
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.44%
Historical Sharpe Ratio (5Y) 0.173
Historical Sortino (5Y) 0.2489
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.91%