Tompkins Financial Corp (TMP)
45.87
+0.17
(+0.37%)
USD |
NYAM |
May 02, 14:21
Tompkins Financial Max Drawdown (5Y): 47.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.80% |
March 31, 2024 | 44.54% |
February 29, 2024 | 44.54% |
January 31, 2024 | 44.54% |
December 31, 2023 | 44.54% |
November 30, 2023 | 44.54% |
October 31, 2023 | 44.54% |
September 30, 2023 | 44.54% |
August 31, 2023 | 41.33% |
July 31, 2023 | 41.33% |
June 30, 2023 | 41.33% |
May 31, 2023 | 41.33% |
April 30, 2023 | 40.20% |
March 31, 2023 | 40.20% |
February 28, 2023 | 40.20% |
January 31, 2023 | 40.20% |
December 31, 2022 | 40.20% |
November 30, 2022 | 40.20% |
October 31, 2022 | 40.20% |
September 30, 2022 | 40.20% |
August 31, 2022 | 40.20% |
July 31, 2022 | 40.20% |
June 30, 2022 | 40.20% |
May 31, 2022 | 40.20% |
April 30, 2022 | 40.20% |
Date | Value |
---|---|
March 31, 2022 | 40.20% |
February 28, 2022 | 40.20% |
January 31, 2022 | 40.20% |
December 31, 2021 | 40.20% |
November 30, 2021 | 40.20% |
October 31, 2021 | 40.20% |
September 30, 2021 | 40.20% |
August 31, 2021 | 40.20% |
July 31, 2021 | 40.20% |
June 30, 2021 | 40.20% |
May 31, 2021 | 40.20% |
April 30, 2021 | 40.20% |
March 31, 2021 | 40.20% |
February 28, 2021 | 40.20% |
January 31, 2021 | 40.20% |
December 31, 2020 | 40.20% |
November 30, 2020 | 40.20% |
October 31, 2020 | 40.20% |
September 30, 2020 | 39.44% |
August 31, 2020 | 38.84% |
July 31, 2020 | 38.84% |
June 30, 2020 | 38.84% |
May 31, 2020 | 38.84% |
April 30, 2020 | 33.12% |
March 31, 2020 | 33.12% |
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
24.02%
Minimum
May 2019
47.80%
Maximum
Apr 2024
37.87%
Average
40.20%
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% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.17 |
Beta (5Y) | 0.6658 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.00% |
Historical Sharpe Ratio (5Y) | -0.384 |
Historical Sortino (5Y) | -0.6092 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.99% |