Tompkins Financial Corp (TMP)
46.55
-0.10
(-0.21%)
USD |
NYAM |
Apr 24, 16:00
46.57
+0.02
(+0.04%)
After-Hours: 20:00
Tompkins Financial Max Drawdown (5Y): 44.54% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 38.84% |
| July 31, 2020 | 38.84% |
| June 30, 2020 | 38.84% |
| May 31, 2020 | 38.84% |
| April 30, 2020 | 33.12% |
| March 31, 2020 | 33.12% |
| February 29, 2020 | 24.02% |
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
Apr 2019
44.54%
Maximum
Sep 2023
37.48%
Average
40.20%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Ameris Bancorp | 67.21% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.54 |
| Beta (5Y) | 0.6456 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.87% |
| Historical Sharpe Ratio (5Y) | -0.2552 |
| Historical Sortino (5Y) | -0.4012 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.99% |