Valley National Bancorp (VLY)
9.445
+0.08
(+0.80%)
USD |
NASDAQ |
Nov 05, 14:36
Valley National Bancorp Max Drawdown (5Y): 53.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.93% |
| September 30, 2024 | 53.93% |
| August 31, 2024 | 53.93% |
| July 31, 2024 | 53.93% |
| June 30, 2024 | 53.93% |
| May 31, 2024 | 53.93% |
| April 30, 2024 | 53.93% |
| March 31, 2024 | 53.93% |
| February 29, 2024 | 53.93% |
| January 31, 2024 | 53.93% |
| December 31, 2023 | 53.93% |
| November 30, 2023 | 53.93% |
| October 31, 2023 | 53.93% |
| September 30, 2023 | 53.93% |
| August 31, 2023 | 53.93% |
| July 31, 2023 | 53.93% |
| June 30, 2023 | 53.93% |
| May 31, 2023 | 53.93% |
| April 30, 2023 | 48.36% |
| March 31, 2023 | 48.36% |
| February 28, 2023 | 48.36% |
| January 31, 2023 | 48.36% |
| December 31, 2022 | 48.36% |
| November 30, 2022 | 48.36% |
| October 31, 2022 | 48.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.36% |
| August 31, 2022 | 48.36% |
| July 31, 2022 | 48.36% |
| June 30, 2022 | 48.36% |
| May 31, 2022 | 48.36% |
| April 30, 2022 | 48.36% |
| March 31, 2022 | 48.36% |
| February 28, 2022 | 48.36% |
| January 31, 2022 | 48.36% |
| December 31, 2021 | 48.36% |
| November 30, 2021 | 48.36% |
| October 31, 2021 | 48.36% |
| September 30, 2021 | 48.36% |
| August 31, 2021 | 48.36% |
| July 31, 2021 | 48.36% |
| June 30, 2021 | 48.36% |
| May 31, 2021 | 48.36% |
| April 30, 2021 | 48.36% |
| March 31, 2021 | 48.36% |
| February 28, 2021 | 48.36% |
| January 31, 2021 | 48.36% |
| December 31, 2020 | 48.36% |
| November 30, 2020 | 48.36% |
| October 31, 2020 | 48.36% |
| September 30, 2020 | 48.36% |
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
34.36%
Minimum
Nov 2019
53.93%
Maximum
May 2023
49.09%
Average
48.36%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Webster Financial Corp | 71.99% |
| Bank of America Corp | 48.93% |
| East West Bancorp Inc | 67.67% |
| Fulton Financial Corp | 49.38% |
| Sandy Spring Bancorp Inc | 59.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.64 |
| Beta (5Y) | 1.066 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.90% |
| Historical Sharpe Ratio (5Y) | -0.0471 |
| Historical Sortino (5Y) | -0.0784 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.64% |