UMB Financial Corp (UMBF)
123.13
+2.94
(+2.45%)
USD |
NASDAQ |
Nov 21, 16:00
124.08
+0.95
(+0.77%)
After-Hours: 04:26
UMB Financial Max Drawdown (5Y): 50.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 50.23% |
September 30, 2024 | 50.23% |
August 31, 2024 | 50.23% |
July 31, 2024 | 50.23% |
June 30, 2024 | 50.23% |
May 31, 2024 | 50.23% |
April 30, 2024 | 50.23% |
March 31, 2024 | 50.23% |
February 29, 2024 | 50.23% |
January 31, 2024 | 50.23% |
December 31, 2023 | 50.23% |
November 30, 2023 | 50.23% |
October 31, 2023 | 50.23% |
September 30, 2023 | 50.23% |
August 31, 2023 | 50.23% |
July 31, 2023 | 50.23% |
June 30, 2023 | 50.23% |
May 31, 2023 | 50.23% |
April 30, 2023 | 48.83% |
March 31, 2023 | 47.07% |
February 28, 2023 | 45.00% |
January 31, 2023 | 45.00% |
December 31, 2022 | 45.00% |
November 30, 2022 | 45.00% |
October 31, 2022 | 45.00% |
Date | Value |
---|---|
September 30, 2022 | 45.00% |
August 31, 2022 | 45.00% |
July 31, 2022 | 45.00% |
June 30, 2022 | 45.00% |
May 31, 2022 | 45.00% |
April 30, 2022 | 45.00% |
March 31, 2022 | 45.00% |
February 28, 2022 | 45.00% |
January 31, 2022 | 45.00% |
December 31, 2021 | 45.00% |
November 30, 2021 | 45.00% |
October 31, 2021 | 45.00% |
September 30, 2021 | 45.00% |
August 31, 2021 | 45.00% |
July 31, 2021 | 45.00% |
June 30, 2021 | 45.00% |
May 31, 2021 | 45.00% |
April 30, 2021 | 45.00% |
March 31, 2021 | 45.00% |
February 28, 2021 | 45.00% |
January 31, 2021 | 45.00% |
December 31, 2020 | 45.00% |
November 30, 2020 | 45.00% |
October 31, 2020 | 45.00% |
September 30, 2020 | 45.00% |
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
37.76%
Minimum
Nov 2019
50.23%
Maximum
May 2023
46.19%
Average
45.00%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Banc of California Inc | 69.80% |
Western Alliance Bancorp | 84.79% |
Fulton Financial Corp | 49.38% |
Heartland Financial USA Inc | 56.32% |
Pinnacle Financial Partners Inc | 57.42% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.6496 |
Beta (5Y) | 0.7764 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.39% |
Historical Sharpe Ratio (5Y) | 0.3015 |
Historical Sortino (5Y) | 0.398 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.05% |