UMB Financial Corp (UMBF)
110.24
+2.28
(+2.11%)
USD |
NASDAQ |
Nov 05, 10:30
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% |