Village Bank and Trust Financial Corp (VBFC)
77.12
-0.78
(-1.00%)
USD |
NASDAQ |
Nov 22, 11:18
Village Bank and Trust Financial Max Drawdown (5Y): 46.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.16% |
| September 30, 2024 | 46.16% |
| August 31, 2024 | 46.16% |
| July 31, 2024 | 46.16% |
| June 30, 2024 | 46.16% |
| May 31, 2024 | 46.16% |
| April 30, 2024 | 46.16% |
| March 31, 2024 | 46.16% |
| February 29, 2024 | 46.16% |
| January 31, 2024 | 46.16% |
| December 31, 2023 | 46.16% |
| November 30, 2023 | 46.16% |
| October 31, 2023 | 46.16% |
| September 30, 2023 | 46.16% |
| August 31, 2023 | 46.16% |
| July 31, 2023 | 46.16% |
| June 30, 2023 | 46.16% |
| May 31, 2023 | 46.16% |
| April 30, 2023 | 46.16% |
| March 31, 2023 | 46.16% |
| February 28, 2023 | 46.16% |
| January 31, 2023 | 46.16% |
| December 31, 2022 | 46.16% |
| November 30, 2022 | 46.16% |
| October 31, 2022 | 46.16% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.16% |
| August 31, 2022 | 46.16% |
| July 31, 2022 | 46.16% |
| June 30, 2022 | 46.16% |
| May 31, 2022 | 46.16% |
| April 30, 2022 | 46.16% |
| March 31, 2022 | 46.16% |
| February 28, 2022 | 46.16% |
| January 31, 2022 | 46.16% |
| December 31, 2021 | 46.16% |
| November 30, 2021 | 46.16% |
| October 31, 2021 | 46.16% |
| September 30, 2021 | 46.16% |
| August 31, 2021 | 46.16% |
| July 31, 2021 | 46.16% |
| June 30, 2021 | 53.23% |
| May 31, 2021 | 53.42% |
| April 30, 2021 | 56.12% |
| March 31, 2021 | 60.60% |
| February 28, 2021 | 63.81% |
| January 31, 2021 | 69.16% |
| December 31, 2020 | 70.76% |
| November 30, 2020 | 70.76% |
| October 31, 2020 | 70.76% |
| September 30, 2020 | 70.76% |
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
46.16%
Minimum
Jul 2021
80.84%
Maximum
Nov 2019
53.98%
Average
46.16%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| Towne Bank | 52.73% |
| Northway Financial Inc | 56.67% |
| CrossFirst Bankshares Inc | -- |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.494 |
| Beta (5Y) | 0.7562 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.02% |
| Historical Sharpe Ratio (5Y) | 0.412 |
| Historical Sortino (5Y) | 0.6358 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.49% |