Oak Valley Bancorp (OVLY)
23.38
-0.24
(-1.02%)
USD |
NASDAQ |
Apr 19, 12:31
Oak Valley Bancorp Max Drawdown (5Y): 51.81% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 51.81% |
| February 29, 2024 | 51.81% |
| January 31, 2024 | 51.81% |
| December 31, 2023 | 51.81% |
| November 30, 2023 | 51.81% |
| October 31, 2023 | 51.81% |
| September 30, 2023 | 51.81% |
| August 31, 2023 | 51.81% |
| July 31, 2023 | 51.81% |
| June 30, 2023 | 51.81% |
| May 31, 2023 | 51.81% |
| April 30, 2023 | 51.81% |
| March 31, 2023 | 51.81% |
| February 28, 2023 | 51.81% |
| January 31, 2023 | 51.81% |
| December 31, 2022 | 51.81% |
| November 30, 2022 | 51.81% |
| October 31, 2022 | 51.81% |
| September 30, 2022 | 51.81% |
| August 31, 2022 | 51.81% |
| July 31, 2022 | 51.81% |
| June 30, 2022 | 51.81% |
| May 31, 2022 | 51.81% |
| April 30, 2022 | 51.81% |
| March 31, 2022 | 51.81% |
| Date | Value |
|---|---|
| February 28, 2022 | 51.81% |
| January 31, 2022 | 51.81% |
| December 31, 2021 | 51.81% |
| November 30, 2021 | 51.81% |
| October 31, 2021 | 51.81% |
| September 30, 2021 | 51.81% |
| August 31, 2021 | 51.81% |
| July 31, 2021 | 51.81% |
| June 30, 2021 | 51.81% |
| May 31, 2021 | 51.81% |
| April 30, 2021 | 51.81% |
| March 31, 2021 | 51.81% |
| February 28, 2021 | 51.81% |
| January 31, 2021 | 51.81% |
| December 31, 2020 | 51.81% |
| November 30, 2020 | 51.81% |
| October 31, 2020 | 51.81% |
| September 30, 2020 | 51.81% |
| August 31, 2020 | 51.81% |
| July 31, 2020 | 51.81% |
| June 30, 2020 | 51.81% |
| May 31, 2020 | 51.81% |
| April 30, 2020 | 51.81% |
| March 31, 2020 | 51.81% |
| February 29, 2020 | 32.01% |
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
27.87%
Minimum
Apr 2019
51.81%
Maximum
Mar 2020
47.88%
Average
51.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 44.54% |
| Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.008 |
| Beta (5Y) | 0.3645 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.60% |
| Historical Sharpe Ratio (5Y) | 0.2211 |
| Historical Sortino (5Y) | 0.3676 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.33% |