S&T Bancorp Inc (STBA)
42.52
+0.56
(+1.33%)
USD |
NASDAQ |
Nov 21, 16:00
42.61
+0.09
(+0.21%)
After-Hours: 20:00
S&T Bancorp Max Drawdown (5Y): 61.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.74% |
| September 30, 2024 | 61.74% |
| August 31, 2024 | 61.74% |
| July 31, 2024 | 61.74% |
| June 30, 2024 | 61.74% |
| May 31, 2024 | 61.74% |
| April 30, 2024 | 61.74% |
| March 31, 2024 | 61.74% |
| February 29, 2024 | 61.74% |
| January 31, 2024 | 61.74% |
| December 31, 2023 | 61.74% |
| November 30, 2023 | 61.74% |
| October 31, 2023 | 61.74% |
| September 30, 2023 | 61.74% |
| August 31, 2023 | 61.74% |
| July 31, 2023 | 61.74% |
| June 30, 2023 | 61.74% |
| May 31, 2023 | 61.74% |
| April 30, 2023 | 61.74% |
| March 31, 2023 | 61.74% |
| February 28, 2023 | 61.74% |
| January 31, 2023 | 61.74% |
| December 31, 2022 | 61.74% |
| November 30, 2022 | 61.74% |
| October 31, 2022 | 61.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.74% |
| August 31, 2022 | 61.74% |
| July 31, 2022 | 61.74% |
| June 30, 2022 | 61.74% |
| May 31, 2022 | 61.74% |
| April 30, 2022 | 61.74% |
| March 31, 2022 | 61.74% |
| February 28, 2022 | 61.74% |
| January 31, 2022 | 61.74% |
| December 31, 2021 | 61.74% |
| November 30, 2021 | 61.74% |
| October 31, 2021 | 61.74% |
| September 30, 2021 | 61.74% |
| August 31, 2021 | 61.74% |
| July 31, 2021 | 61.74% |
| June 30, 2021 | 61.74% |
| May 31, 2021 | 61.74% |
| April 30, 2021 | 61.74% |
| March 31, 2021 | 61.74% |
| February 28, 2021 | 61.74% |
| January 31, 2021 | 61.74% |
| December 31, 2020 | 61.74% |
| November 30, 2020 | 61.74% |
| October 31, 2020 | 61.74% |
| September 30, 2020 | 61.74% |
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
30.82%
Minimum
Nov 2019
61.74%
Maximum
Sep 2020
58.74%
Average
61.74%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| The Bancorp Inc | 73.77% |
| Hanmi Financial Corp | 75.50% |
| Farmers National Banc Corp | 41.43% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.435 |
| Beta (5Y) | 0.8021 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.39% |
| Historical Sharpe Ratio (5Y) | 0.0542 |
| Historical Sortino (5Y) | 0.0955 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.00% |