CVB Financial Corp (CVBF)
16.90
+0.16
(+0.93%)
USD |
NASDAQ |
May 02, 15:20
CVB Financial Max Drawdown (5Y): 61.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.73% |
March 31, 2024 | 61.73% |
February 29, 2024 | 61.73% |
January 31, 2024 | 61.73% |
December 31, 2023 | 61.73% |
November 30, 2023 | 61.73% |
October 31, 2023 | 61.73% |
September 30, 2023 | 61.73% |
August 31, 2023 | 61.73% |
July 31, 2023 | 61.73% |
June 30, 2023 | 61.73% |
May 31, 2023 | 61.73% |
April 30, 2023 | 48.69% |
March 31, 2023 | 42.98% |
February 28, 2023 | 36.15% |
January 31, 2023 | 36.15% |
December 31, 2022 | 36.15% |
November 30, 2022 | 36.15% |
October 31, 2022 | 36.15% |
September 30, 2022 | 36.15% |
August 31, 2022 | 36.15% |
July 31, 2022 | 36.15% |
June 30, 2022 | 36.15% |
May 31, 2022 | 36.15% |
April 30, 2022 | 36.15% |
Date | Value |
---|---|
March 31, 2022 | 36.15% |
February 28, 2022 | 36.15% |
January 31, 2022 | 36.15% |
December 31, 2021 | 36.15% |
November 30, 2021 | 36.15% |
October 31, 2021 | 36.15% |
September 30, 2021 | 36.15% |
August 31, 2021 | 36.15% |
July 31, 2021 | 36.15% |
June 30, 2021 | 36.15% |
May 31, 2021 | 36.15% |
April 30, 2021 | 36.15% |
March 31, 2021 | 36.15% |
February 28, 2021 | 36.15% |
January 31, 2021 | 36.15% |
December 31, 2020 | 36.15% |
November 30, 2020 | 36.15% |
October 31, 2020 | 36.15% |
September 30, 2020 | 36.15% |
August 31, 2020 | 36.15% |
July 31, 2020 | 36.15% |
June 30, 2020 | 36.15% |
May 31, 2020 | 36.15% |
April 30, 2020 | 36.15% |
March 31, 2020 | 36.15% |
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
23.42%
Minimum
May 2019
61.73%
Maximum
May 2023
39.46%
Average
36.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Banner Corp | 56.45% |
Columbia Banking System Inc | 64.35% |
International Bancshares Corp | 63.38% |
Independent Bank Corp | 52.59% |
Bank OZK | 70.41% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.156 |
Beta (5Y) | 0.4737 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.24% |
Historical Sharpe Ratio (5Y) | -0.1133 |
Historical Sortino (5Y) | -0.1644 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.45% |