Commerce Bancshares Inc (CBSH)
56.14
+0.04
(+0.07%)
USD |
NASDAQ |
May 03, 16:00
56.12
-0.02
(-0.04%)
After-Hours: 20:00
Commerce Bancshares Max Drawdown (5Y): 38.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 38.21% |
| March 31, 2024 | 38.21% |
| February 29, 2024 | 38.21% |
| January 31, 2024 | 38.21% |
| December 31, 2023 | 38.21% |
| November 30, 2023 | 38.21% |
| October 31, 2023 | 37.90% |
| September 30, 2023 | 35.34% |
| August 31, 2023 | 35.34% |
| July 31, 2023 | 35.34% |
| June 30, 2023 | 35.34% |
| May 31, 2023 | 34.85% |
| April 30, 2023 | 34.85% |
| March 31, 2023 | 34.85% |
| February 28, 2023 | 34.85% |
| January 31, 2023 | 34.85% |
| December 31, 2022 | 34.85% |
| November 30, 2022 | 34.85% |
| October 31, 2022 | 34.85% |
| September 30, 2022 | 34.85% |
| August 31, 2022 | 34.85% |
| July 31, 2022 | 34.85% |
| June 30, 2022 | 34.85% |
| May 31, 2022 | 34.85% |
| April 30, 2022 | 34.85% |
| Date | Value |
|---|---|
| March 31, 2022 | 34.85% |
| February 28, 2022 | 34.85% |
| January 31, 2022 | 34.85% |
| December 31, 2021 | 34.85% |
| November 30, 2021 | 34.85% |
| October 31, 2021 | 34.85% |
| September 30, 2021 | 34.85% |
| August 31, 2021 | 34.85% |
| July 31, 2021 | 34.85% |
| June 30, 2021 | 34.85% |
| May 31, 2021 | 34.85% |
| April 30, 2021 | 34.85% |
| March 31, 2021 | 34.85% |
| February 28, 2021 | 34.85% |
| January 31, 2021 | 34.85% |
| December 31, 2020 | 34.85% |
| November 30, 2020 | 34.85% |
| October 31, 2020 | 34.85% |
| September 30, 2020 | 34.85% |
| August 31, 2020 | 34.85% |
| July 31, 2020 | 34.85% |
| June 30, 2020 | 34.85% |
| May 31, 2020 | 34.85% |
| April 30, 2020 | 34.85% |
| March 31, 2020 | 34.85% |
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
21.56%
Minimum
May 2019
38.21%
Maximum
Nov 2023
33.06%
Average
34.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bank of America Corp | 48.93% |
| PNC Financial Services Group Inc | 49.58% |
| First Busey Corp | 54.93% |
| Fifth Third Bancorp | 64.07% |
| Huntington Bancshares Inc | 55.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.887 |
| Beta (5Y) | 0.7659 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.83% |
| Historical Sharpe Ratio (5Y) | 0.1067 |
| Historical Sortino (5Y) | 0.1663 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.29% |