S&T Bancorp Inc (STBA)
37.05
-0.12
(-0.32%)
USD |
NASDAQ |
Mar 31, 16:00
37.23
+0.18
(+0.49%)
Pre-Market: 08:34
S&T Bancorp Max Drawdown (5Y): 61.74% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| First Commonwealth Financial Corp | 57.52% |
| Evans Bancorp Inc | 52.18% |
| Fifth Third Bancorp | 57.92% |
| German American Bancorp Inc | 45.45% |
| Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.922 |
| Beta (5Y) | 0.7511 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.06% |
| Historical Sharpe Ratio (5Y) | 0.2446 |
| Historical Sortino (5Y) | 0.5533 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.29% |