Tompkins Financial Corp (TMP)
75.70
+2.20
(+3.00%)
USD |
NYAM |
Nov 21, 16:00
75.70
0.00 (0.00%)
After-Hours: 20:00
Tompkins Financial Max Drawdown (5Y): 47.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.80% |
| September 30, 2024 | 47.80% |
| August 31, 2024 | 47.80% |
| July 31, 2024 | 47.80% |
| June 30, 2024 | 47.80% |
| May 31, 2024 | 47.80% |
| April 30, 2024 | 47.80% |
| March 31, 2024 | 44.54% |
| February 29, 2024 | 44.54% |
| January 31, 2024 | 44.54% |
| December 31, 2023 | 44.54% |
| November 30, 2023 | 44.54% |
| October 31, 2023 | 44.54% |
| September 30, 2023 | 44.54% |
| August 31, 2023 | 41.33% |
| July 31, 2023 | 41.33% |
| June 30, 2023 | 41.33% |
| May 31, 2023 | 41.33% |
| April 30, 2023 | 40.20% |
| March 31, 2023 | 40.20% |
| February 28, 2023 | 40.20% |
| January 31, 2023 | 40.20% |
| December 31, 2022 | 40.20% |
| November 30, 2022 | 40.20% |
| October 31, 2022 | 40.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 40.20% |
| August 31, 2022 | 40.20% |
| July 31, 2022 | 40.20% |
| June 30, 2022 | 40.20% |
| May 31, 2022 | 40.20% |
| April 30, 2022 | 40.20% |
| March 31, 2022 | 40.20% |
| February 28, 2022 | 40.20% |
| January 31, 2022 | 40.20% |
| December 31, 2021 | 40.20% |
| November 30, 2021 | 40.20% |
| October 31, 2021 | 40.20% |
| September 30, 2021 | 40.20% |
| August 31, 2021 | 40.20% |
| July 31, 2021 | 40.20% |
| June 30, 2021 | 40.20% |
| May 31, 2021 | 40.20% |
| April 30, 2021 | 40.20% |
| March 31, 2021 | 40.20% |
| February 28, 2021 | 40.20% |
| January 31, 2021 | 40.20% |
| December 31, 2020 | 40.20% |
| November 30, 2020 | 40.20% |
| October 31, 2020 | 40.20% |
| September 30, 2020 | 39.44% |
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
24.02%
Minimum
Nov 2019
47.80%
Maximum
Apr 2024
40.25%
Average
40.20%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Univest Financial Corp | 53.40% |
| Alerus Financial Corp | 61.65% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.93 |
| Beta (5Y) | 0.6713 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.95% |
| Historical Sharpe Ratio (5Y) | -0.1703 |
| Historical Sortino (5Y) | -0.3012 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.99% |