Virginia National Bankshares Corp (Nasdaq: VABK), an SEC filer in National Commercial Banks, closed at $46.30, -0.0%, on 2026-08-28, with a market cap of $251M, a trailing P/E of 13.0, a return on equity of 11.2%, a net margin of 33.4% and 3-year sales growth of -5.0%. Institutional ownership, earnings history and filed financials are on the tabs below.
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 35.41% | Sharpe | 0.53 |
| Sortino | 0.80 |
| Beta | 0.70 | Correlation | 0.41 |
| Up capture | 85.96% | Down capture | 84.84% |
Relative Value shows 0.46 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −40.91% | Ulcer Index | 14.80 |
| MTD | 1.10% | QTD | 4.33% |
| YTD | 18.22% | Window (ann., 3.0y) | 13.41% |
| Skewness | 0.28 | Excess Kurtosis | 2.02 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.14 |
| Gain/Pain | 0.10 | Hit Rate | 50.27% |
| Win/Loss | 1.06 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.45% | -5.20% | -3.59% | -5.11% |
| CVaR (ES) | -4.71% | -6.61% | -4.53% | -5.87% |
| VaR (Cornish-Fisher) | — | — | -3.33% | -5.65% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -40.91% | 2023-12-15 | 2024-04-19 | 2024-09-13 | 85 | 101 |
| -28.37% | 2023-09-18 | 2023-10-12 | 2023-12-01 | 18 | 35 |
| -22.90% | 2024-11-11 | 2025-01-10 | 2025-12-15 | 40 | 233 |
| -12.80% | 2025-12-17 | 2026-03-20 | 2026-05-06 | 63 | 32 |
| -10.91% | 2023-08-28 | 2023-09-07 | 2023-09-15 | 7 | 6 |
| -8.71% | 2024-09-13 | 2024-10-10 | 2024-10-18 | 19 | 6 |
| -7.88% | 2026-05-07 | 2026-06-03 | 2026-06-11 | 18 | 4 |
| -6.95% | 2026-07-16 | 2026-07-23 | 2026-08-04 | 5 | 8 |
| -6.81% | 2024-10-18 | 2024-11-01 | 2024-11-06 | 10 | 3 |
| -4.90% | 2026-07-01 | 2026-07-07 | 2026-07-16 | 3 | 7 |
Worst depth first · lengths in trading days.
