Blue Ridge Bankshares Inc (BRBS)
2.66
+0.14
(+5.56%)
USD |
NYAM |
May 02, 16:00
2.66
0.00 (0.00%)
After-Hours: 17:53
Blue Ridge Bankshares Max Drawdown (5Y): 88.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 88.27% |
| March 31, 2024 | 88.27% |
| February 29, 2024 | 88.27% |
| January 31, 2024 | 88.27% |
| December 31, 2023 | 88.27% |
| November 30, 2023 | 88.27% |
| October 31, 2023 | 83.95% |
| September 30, 2023 | 74.63% |
| August 31, 2023 | 59.93% |
| July 31, 2023 | 59.93% |
| June 30, 2023 | 59.93% |
| May 31, 2023 | 59.93% |
| April 30, 2023 | 46.90% |
| March 31, 2023 | 46.90% |
| February 28, 2023 | 46.90% |
| January 31, 2023 | 46.90% |
| December 31, 2022 | 46.90% |
| November 30, 2022 | 46.90% |
| October 31, 2022 | 46.90% |
| September 30, 2022 | 46.90% |
| August 31, 2022 | 46.90% |
| July 31, 2022 | 46.90% |
| June 30, 2022 | 46.90% |
| May 31, 2022 | 46.90% |
| April 30, 2022 | 46.90% |
| Date | Value |
|---|---|
| March 31, 2022 | 46.90% |
| February 28, 2022 | 46.90% |
| January 31, 2022 | 46.90% |
| December 31, 2021 | 46.90% |
| November 30, 2021 | 46.90% |
| October 31, 2021 | 46.90% |
| September 30, 2021 | 46.90% |
| August 31, 2021 | 46.90% |
| July 31, 2021 | 46.90% |
| June 30, 2021 | 46.90% |
| May 31, 2021 | 46.90% |
| April 30, 2021 | 46.90% |
| March 31, 2021 | 46.90% |
| February 28, 2021 | 46.90% |
| January 31, 2021 | 46.90% |
| December 31, 2020 | 46.90% |
| November 30, 2020 | 46.90% |
| October 31, 2020 | 46.90% |
| September 30, 2020 | 46.74% |
| August 31, 2020 | 46.74% |
| July 31, 2020 | 44.16% |
| June 30, 2020 | 44.16% |
| May 31, 2020 | 42.99% |
| April 30, 2020 | 40.16% |
| March 31, 2020 | 40.16% |
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
37.94%
Minimum
Sep 2019
88.27%
Maximum
Nov 2023
52.48%
Average
46.90%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Ameris Bancorp | 67.21% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.37 |
| Beta (5Y) | 0.5344 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.84% |
| Historical Sharpe Ratio (5Y) | -0.7315 |
| Historical Sortino (5Y) | -0.7828 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.24% |