UMB Financial Corp. (UMBF)
143.11
-0.85
(-0.59%)
USD |
NASDAQ |
Aug 25, 14:24
UMB Financial Max Drawdown (5Y) : 50.23% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 50.23% |
| June 30, 2026 | 50.23% |
| May 31, 2026 | 50.23% |
| April 30, 2026 | 50.23% |
| March 31, 2026 | 50.23% |
| February 28, 2026 | 50.23% |
| January 31, 2026 | 50.23% |
| December 31, 2025 | 50.23% |
| November 30, 2025 | 50.23% |
| October 31, 2025 | 50.23% |
| September 30, 2025 | 50.23% |
| August 31, 2025 | 50.23% |
| July 31, 2025 | 50.23% |
| June 30, 2025 | 50.23% |
| May 31, 2025 | 50.23% |
| April 30, 2025 | 50.23% |
| March 31, 2025 | 50.23% |
| February 28, 2025 | 50.23% |
| January 31, 2025 | 50.23% |
| December 31, 2024 | 50.23% |
| November 30, 2024 | 50.23% |
| October 31, 2024 | 50.23% |
| September 30, 2024 | 50.23% |
| August 31, 2024 | 50.23% |
| July 31, 2024 | 50.23% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 45.00% |
| August 31, 2022 | 45.00% |
| July 31, 2022 | 45.00% |
| June 30, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| M&T Bank Corp. | 40.69% |
| Commerce Bancshares, Inc. (Missouri) | 38.21% |
| Cullen/Frost Bankers, Inc. | 45.62% |
| 1st Source Corp. | 30.97% |
| Byline Bancorp, Inc. | 40.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3933 |
| Beta (5Y) | 0.7683 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.64% |
| Historical Sharpe Ratio (5Y) | 0.2437 |
| Historical Sortino (5Y) | 0.3368 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.97% |