Stellar Bancorp Inc (STEL)
30.35
+0.65
(+2.19%)
USD |
NYSE |
Nov 22, 10:37
Stellar Bancorp 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Customers Bancorp Inc | 78.56% |
| 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) | -11.91 |
| Beta (5Y) | 0.8104 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.02% |
| Historical Sharpe Ratio (5Y) | -0.0391 |
| Historical Sortino (5Y) | -0.0581 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.77% |