Trustmark Corp (TRMK)
38.77
-0.19
(-0.49%)
USD |
NASDAQ |
Nov 13, 16:00
38.79
+0.02
(+0.05%)
After-Hours: 20:00
Trustmark Max Drawdown (5Y): 47.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 47.76% |
September 30, 2024 | 47.76% |
August 31, 2024 | 47.76% |
July 31, 2024 | 47.76% |
June 30, 2024 | 47.76% |
May 31, 2024 | 47.76% |
April 30, 2024 | 47.76% |
March 31, 2024 | 47.76% |
February 29, 2024 | 47.76% |
January 31, 2024 | 47.76% |
December 31, 2023 | 47.76% |
November 30, 2023 | 47.76% |
October 31, 2023 | 47.76% |
September 30, 2023 | 45.53% |
August 31, 2023 | 45.53% |
July 31, 2023 | 45.53% |
June 30, 2023 | 45.53% |
May 31, 2023 | 45.53% |
April 30, 2023 | 41.76% |
March 31, 2023 | 41.76% |
February 28, 2023 | 41.76% |
January 31, 2023 | 41.76% |
December 31, 2022 | 41.76% |
November 30, 2022 | 41.76% |
October 31, 2022 | 41.76% |
Date | Value |
---|---|
September 30, 2022 | 41.76% |
August 31, 2022 | 41.76% |
July 31, 2022 | 41.76% |
June 30, 2022 | 41.76% |
May 31, 2022 | 41.76% |
April 30, 2022 | 41.76% |
March 31, 2022 | 41.76% |
February 28, 2022 | 41.76% |
January 31, 2022 | 41.76% |
December 31, 2021 | 41.76% |
November 30, 2021 | 41.76% |
October 31, 2021 | 41.76% |
September 30, 2021 | 41.76% |
August 31, 2021 | 41.76% |
July 31, 2021 | 41.76% |
June 30, 2021 | 41.76% |
May 31, 2021 | 41.76% |
April 30, 2021 | 41.76% |
March 31, 2021 | 41.76% |
February 28, 2021 | 41.76% |
January 31, 2021 | 41.76% |
December 31, 2020 | 41.76% |
November 30, 2020 | 41.76% |
October 31, 2020 | 41.76% |
September 30, 2020 | 41.76% |
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
24.54%
Minimum
Nov 2019
47.76%
Maximum
Oct 2023
42.03%
Average
41.76%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
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) | -8.073 |
Beta (5Y) | 0.7178 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.14% |
Historical Sharpe Ratio (5Y) | 0.0383 |
Historical Sortino (5Y) | 0.0675 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.67% |