Union Bankshares Inc (UNB)
31.20
+0.16
(+0.53%)
USD |
NASDAQ |
Nov 22, 10:49
Union Bankshares Max Drawdown (5Y): 66.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.36% |
| September 30, 2024 | 66.36% |
| August 31, 2024 | 66.36% |
| July 31, 2024 | 66.36% |
| June 30, 2024 | 66.36% |
| May 31, 2024 | 66.36% |
| April 30, 2024 | 66.36% |
| March 31, 2024 | 66.36% |
| February 29, 2024 | 66.36% |
| January 31, 2024 | 66.36% |
| December 31, 2023 | 66.36% |
| November 30, 2023 | 66.36% |
| October 31, 2023 | 66.36% |
| September 30, 2023 | 66.36% |
| August 31, 2023 | 66.36% |
| July 31, 2023 | 66.36% |
| June 30, 2023 | 66.36% |
| May 31, 2023 | 66.36% |
| April 30, 2023 | 66.36% |
| March 31, 2023 | 66.36% |
| February 28, 2023 | 66.36% |
| January 31, 2023 | 66.36% |
| December 31, 2022 | 66.36% |
| November 30, 2022 | 66.36% |
| October 31, 2022 | 66.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.36% |
| August 31, 2022 | 66.36% |
| July 31, 2022 | 66.36% |
| June 30, 2022 | 66.36% |
| May 31, 2022 | 66.36% |
| April 30, 2022 | 66.36% |
| March 31, 2022 | 66.36% |
| February 28, 2022 | 66.36% |
| January 31, 2022 | 66.36% |
| December 31, 2021 | 66.36% |
| November 30, 2021 | 66.36% |
| October 31, 2021 | 66.36% |
| September 30, 2021 | 66.36% |
| August 31, 2021 | 66.36% |
| July 31, 2021 | 66.36% |
| June 30, 2021 | 66.36% |
| May 31, 2021 | 66.36% |
| April 30, 2021 | 66.36% |
| March 31, 2021 | 66.36% |
| February 28, 2021 | 66.36% |
| January 31, 2021 | 66.36% |
| December 31, 2020 | 66.36% |
| November 30, 2020 | 66.36% |
| October 31, 2020 | 66.36% |
| September 30, 2020 | 66.36% |
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
51.09%
Minimum
Nov 2019
66.36%
Maximum
Jul 2020
65.32%
Average
66.36%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| Columbia Banking System Inc | 64.35% |
| Penns Woods Bancorp Inc | 45.81% |
| Sandy Spring Bancorp Inc | 59.16% |
| Citizens Financial Services Inc | 54.99% |
| ChoiceOne Financial Services Inc | 49.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.468 |
| Beta (5Y) | 0.7365 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.73% |
| Historical Sharpe Ratio (5Y) | 0.0011 |
| Historical Sortino (5Y) | 0.0016 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.36% |