Park National Corp (PRK)
136.27
+1.89
(+1.41%)
USD |
NYAM |
May 02, 16:00
136.27
0.00 (0.00%)
After-Hours: 18:32
Park National Max Drawdown (5Y): 40.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.25% |
March 31, 2024 | 40.25% |
February 29, 2024 | 40.25% |
January 31, 2024 | 40.25% |
December 31, 2023 | 40.25% |
November 30, 2023 | 40.25% |
October 31, 2023 | 40.25% |
September 30, 2023 | 40.25% |
August 31, 2023 | 40.25% |
July 31, 2023 | 40.25% |
June 30, 2023 | 40.25% |
May 31, 2023 | 40.25% |
April 30, 2023 | 40.25% |
March 31, 2023 | 40.25% |
February 28, 2023 | 40.25% |
January 31, 2023 | 40.25% |
December 31, 2022 | 40.25% |
November 30, 2022 | 40.25% |
October 31, 2022 | 40.25% |
September 30, 2022 | 40.25% |
August 31, 2022 | 40.25% |
July 31, 2022 | 40.25% |
June 30, 2022 | 40.25% |
May 31, 2022 | 40.25% |
April 30, 2022 | 40.25% |
Date | Value |
---|---|
March 31, 2022 | 40.25% |
February 28, 2022 | 40.25% |
January 31, 2022 | 40.25% |
December 31, 2021 | 40.25% |
November 30, 2021 | 40.25% |
October 31, 2021 | 40.25% |
September 30, 2021 | 40.25% |
August 31, 2021 | 40.25% |
July 31, 2021 | 40.25% |
June 30, 2021 | 40.25% |
May 31, 2021 | 40.25% |
April 30, 2021 | 40.25% |
March 31, 2021 | 40.25% |
February 28, 2021 | 40.25% |
January 31, 2021 | 40.25% |
December 31, 2020 | 40.25% |
November 30, 2020 | 40.25% |
October 31, 2020 | 40.25% |
September 30, 2020 | 40.25% |
August 31, 2020 | 40.25% |
July 31, 2020 | 40.25% |
June 30, 2020 | 39.71% |
May 31, 2020 | 39.71% |
April 30, 2020 | 36.55% |
March 31, 2020 | 34.76% |
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
31.95%
Minimum
May 2019
40.25%
Maximum
Jul 2020
38.70%
Average
40.25%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Bank of America Corp | 48.93% |
Fifth Third Bancorp | 64.07% |
Huntington Bancshares Inc | 55.00% |
UMB Financial Corp | 50.23% |
Unity Bancorp Inc | 59.96% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.5463 |
Beta (5Y) | 0.7021 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.56% |
Historical Sharpe Ratio (5Y) | 0.2831 |
Historical Sortino (5Y) | 0.5809 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.91% |