Stock Yards Bancorp Inc (SYBT)
46.18
-1.93
(-4.01%)
USD |
NASDAQ |
Apr 25, 16:00
46.20
+0.02
(+0.04%)
After-Hours: 20:00
Stock Yards Bancorp Max Drawdown (5Y): 50.30% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 50.30% |
| February 29, 2024 | 50.30% |
| January 31, 2024 | 50.30% |
| December 31, 2023 | 50.30% |
| November 30, 2023 | 50.30% |
| October 31, 2023 | 50.30% |
| September 30, 2023 | 49.23% |
| August 31, 2023 | 46.29% |
| July 31, 2023 | 46.29% |
| June 30, 2023 | 46.29% |
| May 31, 2023 | 46.29% |
| April 30, 2023 | 43.17% |
| March 31, 2023 | 43.17% |
| February 28, 2023 | 43.17% |
| January 31, 2023 | 43.17% |
| December 31, 2022 | 43.17% |
| November 30, 2022 | 43.17% |
| October 31, 2022 | 43.17% |
| September 30, 2022 | 43.17% |
| August 31, 2022 | 43.17% |
| July 31, 2022 | 43.17% |
| June 30, 2022 | 43.17% |
| May 31, 2022 | 43.17% |
| April 30, 2022 | 43.17% |
| March 31, 2022 | 43.17% |
| Date | Value |
|---|---|
| February 28, 2022 | 43.17% |
| January 31, 2022 | 43.17% |
| December 31, 2021 | 43.17% |
| November 30, 2021 | 43.17% |
| October 31, 2021 | 43.17% |
| September 30, 2021 | 43.17% |
| August 31, 2021 | 43.17% |
| July 31, 2021 | 43.17% |
| June 30, 2021 | 43.17% |
| May 31, 2021 | 43.17% |
| April 30, 2021 | 43.17% |
| March 31, 2021 | 43.17% |
| February 28, 2021 | 43.17% |
| January 31, 2021 | 43.17% |
| December 31, 2020 | 43.17% |
| November 30, 2020 | 43.17% |
| October 31, 2020 | 43.17% |
| September 30, 2020 | 43.17% |
| August 31, 2020 | 43.17% |
| July 31, 2020 | 43.17% |
| June 30, 2020 | 43.17% |
| May 31, 2020 | 43.17% |
| April 30, 2020 | 43.17% |
| March 31, 2020 | 43.17% |
| February 29, 2020 | 37.91% |
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
37.91%
Minimum
Apr 2019
50.30%
Maximum
Oct 2023
43.23%
Average
43.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 44.54% |
| Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.196 |
| Beta (5Y) | 0.8066 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.35% |
| Historical Sharpe Ratio (5Y) | 0.2576 |
| Historical Sortino (5Y) | 0.4006 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.03% |