Cambridge Bancorp (CATC)
66.77
+1.12
(+1.71%)
USD |
NASDAQ |
May 03, 16:00
66.41
-0.36
(-0.54%)
After-Hours: 20:00
Cambridge Bancorp Max Drawdown (5Y): 50.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.25% |
March 31, 2024 | 50.25% |
February 29, 2024 | 50.25% |
January 31, 2024 | 50.25% |
December 31, 2023 | 50.25% |
November 30, 2023 | 50.25% |
October 31, 2023 | 50.25% |
September 30, 2023 | 50.25% |
August 31, 2023 | 50.25% |
July 31, 2023 | 50.25% |
June 30, 2023 | 50.25% |
May 31, 2023 | 50.25% |
April 30, 2023 | 50.25% |
March 31, 2023 | 50.25% |
February 28, 2023 | 50.25% |
January 31, 2023 | 50.25% |
December 31, 2022 | 50.25% |
November 30, 2022 | 50.25% |
October 31, 2022 | 50.25% |
September 30, 2022 | 50.25% |
August 31, 2022 | 50.25% |
July 31, 2022 | 50.25% |
June 30, 2022 | 50.25% |
May 31, 2022 | 50.25% |
April 30, 2022 | 50.25% |
Date | Value |
---|---|
March 31, 2022 | 50.25% |
February 28, 2022 | 50.25% |
January 31, 2022 | 50.25% |
December 31, 2021 | 50.25% |
November 30, 2021 | 50.25% |
October 31, 2021 | 50.25% |
September 30, 2021 | 50.25% |
August 31, 2021 | 50.25% |
July 31, 2021 | 50.25% |
June 30, 2021 | 50.25% |
May 31, 2021 | 50.25% |
April 30, 2021 | 50.25% |
March 31, 2021 | 50.25% |
February 28, 2021 | 50.25% |
January 31, 2021 | 50.25% |
December 31, 2020 | 50.25% |
November 30, 2020 | 50.25% |
October 31, 2020 | 50.25% |
September 30, 2020 | 50.25% |
August 31, 2020 | 50.25% |
July 31, 2020 | 50.25% |
June 30, 2020 | 50.25% |
May 31, 2020 | 50.25% |
April 30, 2020 | 50.25% |
March 31, 2020 | 46.25% |
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
22.54%
Minimum
May 2019
50.25%
Maximum
Apr 2020
45.60%
Average
50.25%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Independent Bank Corp | 52.59% |
Provident Financial Services Inc | 64.08% |
Peapack Gladstone Financial Corp | 65.20% |
Washington Trust Bancorp Inc | 60.33% |
Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.62 |
Beta (5Y) | 0.6032 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.41% |
Historical Sharpe Ratio (5Y) | -0.1561 |
Historical Sortino (5Y) | -0.219 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.47% |