Thomasville Bancshares Inc (THVB)
63.50
-0.50
(-0.78%)
USD |
OTCM |
May 06, 15:20
Thomasville Bancshares Max Drawdown (5Y): 25.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 25.13% |
| March 31, 2024 | 25.13% |
| February 29, 2024 | 25.13% |
| January 31, 2024 | 25.13% |
| December 31, 2023 | 25.13% |
| November 30, 2023 | 25.13% |
| October 31, 2023 | 25.13% |
| September 30, 2023 | 22.25% |
| August 31, 2023 | 22.25% |
| July 31, 2023 | 22.25% |
| June 30, 2023 | 22.25% |
| May 31, 2023 | 22.25% |
| April 30, 2023 | 22.25% |
| March 31, 2023 | 22.25% |
| February 28, 2023 | 18.85% |
| January 31, 2023 | 18.85% |
| December 31, 2022 | 18.85% |
| November 30, 2022 | 18.85% |
| October 31, 2022 | 18.20% |
| September 30, 2022 | 16.50% |
| August 31, 2022 | 16.50% |
| July 31, 2022 | 16.50% |
| June 30, 2022 | 16.50% |
| May 31, 2022 | 16.50% |
| April 30, 2022 | 16.50% |
| Date | Value |
|---|---|
| March 31, 2022 | 16.50% |
| February 28, 2022 | 16.50% |
| January 31, 2022 | 16.50% |
| December 31, 2021 | 16.50% |
| November 30, 2021 | 16.50% |
| October 31, 2021 | 16.50% |
| September 30, 2021 | 16.50% |
| August 31, 2021 | 16.50% |
| July 31, 2021 | 16.50% |
| June 30, 2021 | 16.50% |
| May 31, 2021 | 16.50% |
| April 30, 2021 | 16.50% |
| March 31, 2021 | 16.50% |
| February 28, 2021 | 16.50% |
| January 31, 2021 | 16.50% |
| December 31, 2020 | 16.50% |
| November 30, 2020 | 16.50% |
| October 31, 2020 | 16.50% |
| September 30, 2020 | 16.50% |
| August 31, 2020 | 16.50% |
| July 31, 2020 | 16.50% |
| June 30, 2020 | 16.50% |
| May 31, 2020 | 16.50% |
| April 30, 2020 | 11.47% |
| March 31, 2020 | 11.11% |
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
11.11%
Minimum
Mar 2020
25.13%
Maximum
Oct 2023
17.70%
Average
16.50%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 47.80% |
| Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.02 |
| Beta (5Y) | 0.1377 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.11% |
| Historical Sharpe Ratio (5Y) | 0.7644 |
| Historical Sortino (5Y) | 1.573 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.84% |