RBB Bancorp (RBB)
19.08
+0.37
(+1.98%)
USD |
NASDAQ |
May 17, 16:00
19.08
0.00 (0.00%)
After-Hours: 20:00
RBB Bancorp Max Drawdown (5Y): 69.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 69.10% |
March 31, 2024 | 69.10% |
February 29, 2024 | 69.10% |
January 31, 2024 | 69.10% |
December 31, 2023 | 69.10% |
November 30, 2023 | 69.10% |
October 31, 2023 | 69.10% |
September 30, 2023 | 69.10% |
August 31, 2023 | 69.10% |
July 31, 2023 | 69.10% |
June 30, 2023 | 69.10% |
May 31, 2023 | 69.10% |
April 30, 2023 | 66.10% |
March 31, 2023 | 66.10% |
February 28, 2023 | 66.10% |
January 31, 2023 | 66.10% |
December 31, 2022 | 66.10% |
November 30, 2022 | 66.10% |
October 31, 2022 | 66.10% |
September 30, 2022 | 66.10% |
August 31, 2022 | 66.10% |
July 31, 2022 | 66.10% |
June 30, 2022 | 66.10% |
May 31, 2022 | 66.10% |
April 30, 2022 | 66.10% |
Date | Value |
---|---|
March 31, 2022 | 66.10% |
February 28, 2022 | 66.10% |
January 31, 2022 | 66.10% |
December 31, 2021 | 66.10% |
November 30, 2021 | 66.10% |
October 31, 2021 | 66.10% |
September 30, 2021 | 66.10% |
August 31, 2021 | 66.10% |
July 31, 2021 | 66.10% |
June 30, 2021 | 66.10% |
May 31, 2021 | 66.10% |
April 30, 2021 | 66.10% |
March 31, 2021 | 66.10% |
February 28, 2021 | 66.10% |
January 31, 2021 | 66.10% |
December 31, 2020 | 66.10% |
November 30, 2020 | 66.10% |
October 31, 2020 | 66.10% |
September 30, 2020 | 66.10% |
August 31, 2020 | 64.79% |
July 31, 2020 | 64.79% |
June 30, 2020 | 64.79% |
May 31, 2020 | 64.79% |
April 30, 2020 | 63.63% |
March 31, 2020 | 62.04% |
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
48.02%
Minimum
May 2019
69.10%
Maximum
May 2023
63.49%
Average
66.10%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Citigroup Inc | 56.50% |
Heartland Financial USA Inc | 56.32% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.40 |
Beta (5Y) | 0.9505 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.57% |
Historical Sharpe Ratio (5Y) | -0.0205 |
Historical Sortino (5Y) | -0.0311 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.91% |