Trustmark Corp (TRMK)

35.71 +1.07 (+3.09%) USD  |  NASDAQ  |  Dec 20, 16:00
35.70 -0.01 (-0.03%) After-Hours: 20:00
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Trustmark Max Drawdown (5Y): 47.76% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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The Bancorp Inc 73.77%
Independent Bank Group Inc 72.94%
Bar Harbor Bankshares Inc 54.34%
Evans Bancorp Inc 55.08%
Park National Corp 40.25%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.363
Beta (5Y) 0.7460
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.77%
Historical Sharpe Ratio (5Y) 0.1133
Historical Sortino (5Y) 0.2023
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.67%