VersaBank (VBNK.TO)
23.86
-0.04
(-0.17%)
CAD |
TSX |
Nov 21, 16:00
VersaBank Max Drawdown (5Y): 46.93% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 46.93% |
| August 31, 2024 | 46.93% |
| July 31, 2024 | 46.93% |
| June 30, 2024 | 46.93% |
| May 31, 2024 | 46.93% |
| April 30, 2024 | 46.93% |
| March 31, 2024 | 46.93% |
| February 29, 2024 | 46.93% |
| January 31, 2024 | 46.93% |
| December 31, 2023 | 46.93% |
| November 30, 2023 | 46.93% |
| October 31, 2023 | 46.93% |
| September 30, 2023 | 46.93% |
| August 31, 2023 | 46.93% |
| July 31, 2023 | 46.93% |
| June 30, 2023 | 46.93% |
| May 31, 2023 | 46.93% |
| April 30, 2023 | 45.67% |
| March 31, 2023 | 45.67% |
| February 28, 2023 | 45.67% |
| January 31, 2023 | 45.67% |
| December 31, 2022 | 45.67% |
| November 30, 2022 | 45.67% |
| October 31, 2022 | 45.26% |
| September 30, 2022 | 45.26% |
| Date | Value |
|---|---|
| August 31, 2022 | 45.26% |
| July 31, 2022 | 45.26% |
| June 30, 2022 | 43.10% |
| May 31, 2022 | 41.42% |
| April 30, 2022 | 41.42% |
| March 31, 2022 | 41.42% |
| February 28, 2022 | 41.42% |
| January 31, 2022 | 41.42% |
| December 31, 2021 | 41.42% |
| November 30, 2021 | 41.42% |
| October 31, 2021 | 41.42% |
| September 30, 2021 | 41.42% |
| August 31, 2021 | 41.42% |
| July 31, 2021 | 41.42% |
| June 30, 2021 | 41.42% |
| May 31, 2021 | 41.42% |
| April 30, 2021 | 41.42% |
| March 31, 2021 | 41.42% |
| February 28, 2021 | 41.42% |
| January 31, 2021 | 41.42% |
| December 31, 2020 | 41.42% |
| November 30, 2020 | 41.42% |
| October 31, 2020 | 41.42% |
| September 30, 2020 | 41.42% |
| August 31, 2020 | 41.42% |
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
41.42%
Minimum
Jul 2020
46.93%
Maximum
May 2023
44.06%
Average
43.86%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Propel Holdings Inc | -- |
| Bank of Montreal | 45.58% |
| Canadian Imperial Bank of Commerce | 41.37% |
| First National Financial Corp | 53.66% |
| Trisura Group Ltd | 40.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.02 |
| Beta (5Y) | 1.105 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.19% |
| Historical Sharpe Ratio (5Y) | 0.5181 |
| Historical Sortino (5Y) | 0.9752 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.63% |