Macro Bank Inc. (NYSE: BMA), an SEC filer in Commercial Banks, NEC, closed at $76.05, -1.1%, on 2026-08-28. Institutional ownership, earnings history and filed financials are on the tabs below.
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 65.01% | Sharpe | 0.95 |
| Sortino | 1.61 |
| Beta | 1.45 | Correlation | 0.21 |
| Up capture | 248.13% | Down capture | 38.46% |
Relative Value shows 1.40 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −65.89% | Ulcer Index | 25.56 |
| MTD | −17.25% | QTD | −17.86% |
| YTD | −12.87% | Window (ann., 3.0y) | 50.42% |
| Skewness | 1.52 | Excess Kurtosis | 12.36 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.16 |
| Gain/Pain | 0.19 | Hit Rate | 48.73% |
| Win/Loss | 1.24 | Upside Potential | 0.65 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.66% | -7.89% | -6.49% | -9.28% |
| CVaR (ES) | -7.29% | -10.36% | -8.20% | -10.67% |
| VaR (Cornish-Fisher) | — | — | -3.52% | -12.97% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -65.89% | 2025-01-07 | 2025-09-19 | ongoing | 175 | — |
| -32.08% | 2023-08-29 | 2023-10-24 | 2023-11-27 | 39 | 23 |
| -26.01% | 2024-05-15 | 2024-08-05 | 2024-09-04 | 55 | 21 |
| -16.75% | 2024-02-02 | 2024-02-08 | 2024-02-22 | 4 | 9 |
| -15.14% | 2024-09-19 | 2024-09-30 | 2024-10-15 | 7 | 11 |
| -14.74% | 2023-12-22 | 2024-01-09 | 2024-01-22 | 10 | 8 |
| -10.85% | 2024-12-16 | 2024-12-19 | 2025-01-02 | 3 | 8 |
| -9.46% | 2024-03-25 | 2024-04-02 | 2024-04-22 | 5 | 14 |
| -8.39% | 2023-11-29 | 2023-12-06 | 2023-12-20 | 5 | 10 |
| -8.05% | 2024-04-22 | 2024-04-24 | 2024-04-30 | 2 | 4 |
Worst depth first · lengths in trading days.
