Customers Bancorp Inc (CUBI)
48.25
+0.85
(+1.79%)
USD |
NYSE |
May 03, 16:00
48.29
+0.04
(+0.08%)
After-Hours: 20:00
Customers Bancorp Max Drawdown (5Y): 78.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 78.56% |
| March 31, 2024 | 78.56% |
| February 29, 2024 | 78.56% |
| January 31, 2024 | 78.56% |
| December 31, 2023 | 78.56% |
| November 30, 2023 | 78.56% |
| October 31, 2023 | 78.56% |
| September 30, 2023 | 78.56% |
| August 31, 2023 | 78.56% |
| July 31, 2023 | 78.56% |
| June 30, 2023 | 78.56% |
| May 31, 2023 | 78.56% |
| April 30, 2023 | 77.46% |
| March 31, 2023 | 76.75% |
| February 28, 2023 | 75.95% |
| January 31, 2023 | 75.95% |
| December 31, 2022 | 75.95% |
| November 30, 2022 | 75.95% |
| October 31, 2022 | 75.95% |
| September 30, 2022 | 75.95% |
| August 31, 2022 | 75.95% |
| July 31, 2022 | 75.95% |
| June 30, 2022 | 75.95% |
| May 31, 2022 | 75.95% |
| April 30, 2022 | 75.95% |
| Date | Value |
|---|---|
| March 31, 2022 | 75.95% |
| February 28, 2022 | 75.95% |
| January 31, 2022 | 75.95% |
| December 31, 2021 | 75.95% |
| November 30, 2021 | 75.95% |
| October 31, 2021 | 75.95% |
| September 30, 2021 | 75.95% |
| August 31, 2021 | 75.95% |
| July 31, 2021 | 75.95% |
| June 30, 2021 | 75.95% |
| May 31, 2021 | 75.95% |
| April 30, 2021 | 75.95% |
| March 31, 2021 | 75.95% |
| February 28, 2021 | 75.95% |
| January 31, 2021 | 75.95% |
| December 31, 2020 | 75.95% |
| November 30, 2020 | 75.95% |
| October 31, 2020 | 75.95% |
| September 30, 2020 | 75.95% |
| August 31, 2020 | 75.95% |
| July 31, 2020 | 75.95% |
| June 30, 2020 | 75.95% |
| May 31, 2020 | 75.95% |
| April 30, 2020 | 75.79% |
| March 31, 2020 | 73.39% |
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
53.35%
Minimum
May 2019
78.56%
Maximum
May 2023
72.70%
Average
75.95%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| AmeriServ Financial Inc | 45.68% |
| National Bank Holdings Corp | 48.42% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.561 |
| Beta (5Y) | 1.666 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.36% |
| Historical Sharpe Ratio (5Y) | 0.2191 |
| Historical Sortino (5Y) | 0.342 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.37% |