1st Source Corp (SRCE)
49.61
-1.53
(-2.99%)
USD |
NASDAQ |
Apr 26, 11:09
1st Source Max Drawdown (5Y): 51.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 51.72% |
February 29, 2024 | 51.72% |
January 31, 2024 | 51.72% |
December 31, 2023 | 51.72% |
November 30, 2023 | 51.72% |
October 31, 2023 | 51.72% |
September 30, 2023 | 51.72% |
August 31, 2023 | 51.72% |
July 31, 2023 | 51.72% |
June 30, 2023 | 51.72% |
May 31, 2023 | 51.72% |
April 30, 2023 | 51.72% |
March 31, 2023 | 51.72% |
February 28, 2023 | 51.72% |
January 31, 2023 | 51.72% |
December 31, 2022 | 51.72% |
November 30, 2022 | 51.72% |
October 31, 2022 | 51.72% |
September 30, 2022 | 51.72% |
August 31, 2022 | 51.72% |
July 31, 2022 | 51.72% |
June 30, 2022 | 51.72% |
May 31, 2022 | 51.72% |
April 30, 2022 | 51.72% |
March 31, 2022 | 51.72% |
Date | Value |
---|---|
February 28, 2022 | 51.72% |
January 31, 2022 | 51.72% |
December 31, 2021 | 51.72% |
November 30, 2021 | 51.72% |
October 31, 2021 | 51.72% |
September 30, 2021 | 51.72% |
August 31, 2021 | 51.72% |
July 31, 2021 | 51.72% |
June 30, 2021 | 51.72% |
May 31, 2021 | 51.72% |
April 30, 2021 | 51.72% |
March 31, 2021 | 51.72% |
February 28, 2021 | 51.72% |
January 31, 2021 | 51.72% |
December 31, 2020 | 51.72% |
November 30, 2020 | 51.72% |
October 31, 2020 | 51.72% |
September 30, 2020 | 51.72% |
August 31, 2020 | 51.72% |
July 31, 2020 | 51.72% |
June 30, 2020 | 51.72% |
May 31, 2020 | 51.72% |
April 30, 2020 | 51.72% |
March 31, 2020 | 51.72% |
February 29, 2020 | 33.85% |
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
33.85%
Minimum
Apr 2019
51.72%
Maximum
Mar 2020
48.45%
Average
51.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
German American Bancorp Inc | 45.45% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 44.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.421 |
Beta (5Y) | 0.7961 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.64% |
Historical Sharpe Ratio (5Y) | 0.134 |
Historical Sortino (5Y) | 0.1896 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.91% |