Virginia National Bankshares Corp (VABK)
42.04
+0.60
(+1.45%)
USD |
NASDAQ |
Dec 10, 16:00
42.60
+0.56
(+1.33%)
After-Hours: 07:55
Virginia National Bankshares Max Drawdown (5Y): 50.34% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
November 30, 2024 | 50.34% |
October 31, 2024 | 50.34% |
September 30, 2024 | 50.34% |
August 31, 2024 | 50.34% |
July 31, 2024 | 50.34% |
June 30, 2024 | 50.34% |
May 31, 2024 | 50.34% |
April 30, 2024 | 50.34% |
March 31, 2024 | 50.34% |
February 29, 2024 | 50.34% |
January 31, 2024 | 50.34% |
December 31, 2023 | 50.34% |
November 30, 2023 | 50.34% |
October 31, 2023 | 50.34% |
September 30, 2023 | 50.34% |
August 31, 2023 | 50.34% |
July 31, 2023 | 50.34% |
June 30, 2023 | 50.34% |
May 31, 2023 | 50.34% |
April 30, 2023 | 50.34% |
March 31, 2023 | 50.34% |
February 28, 2023 | 50.34% |
January 31, 2023 | 50.34% |
December 31, 2022 | 50.34% |
November 30, 2022 | 50.34% |
Date | Value |
---|---|
October 31, 2022 | 50.34% |
September 30, 2022 | 50.34% |
August 31, 2022 | 50.34% |
July 31, 2022 | 50.34% |
June 30, 2022 | 50.34% |
May 31, 2022 | 50.34% |
April 30, 2022 | 50.34% |
March 31, 2022 | 50.34% |
February 28, 2022 | 50.34% |
January 31, 2022 | 50.34% |
December 31, 2021 | 50.34% |
November 30, 2021 | 50.34% |
October 31, 2021 | 50.34% |
September 30, 2021 | 50.34% |
August 31, 2021 | 50.34% |
July 31, 2021 | 50.34% |
June 30, 2021 | 50.34% |
May 31, 2021 | 50.34% |
April 30, 2021 | 50.34% |
March 31, 2021 | 50.34% |
February 28, 2021 | 50.34% |
January 31, 2021 | 50.34% |
December 31, 2020 | 50.34% |
November 30, 2020 | 50.34% |
October 31, 2020 | 50.34% |
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
35.27%
Minimum
Dec 2019
50.34%
Maximum
Oct 2020
49.53%
Average
50.34%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Atlantic Union Bankshares Corp | 52.06% |
Webster Financial Corp | 71.99% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.204 |
Beta (5Y) | 0.6393 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.38% |
Historical Sharpe Ratio (5Y) | 0.0999 |
Historical Sortino (5Y) | 0.1447 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.30% |