The Bancorp Inc (TBBK)
31.92
+0.60
(+1.92%)
USD |
NASDAQ |
May 03, 16:00
31.95
+0.03
(+0.09%)
After-Hours: 20:00
Bancorp Max Drawdown (5Y): 73.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 73.77% |
| March 31, 2024 | 73.77% |
| February 29, 2024 | 73.77% |
| January 31, 2024 | 73.77% |
| December 31, 2023 | 73.77% |
| November 30, 2023 | 73.77% |
| October 31, 2023 | 73.77% |
| September 30, 2023 | 73.77% |
| August 31, 2023 | 73.77% |
| July 31, 2023 | 73.77% |
| June 30, 2023 | 73.77% |
| May 31, 2023 | 73.77% |
| April 30, 2023 | 73.77% |
| March 31, 2023 | 73.77% |
| February 28, 2023 | 73.77% |
| January 31, 2023 | 73.77% |
| December 31, 2022 | 73.77% |
| November 30, 2022 | 73.77% |
| October 31, 2022 | 73.77% |
| September 30, 2022 | 73.77% |
| August 31, 2022 | 73.77% |
| July 31, 2022 | 73.77% |
| June 30, 2022 | 73.77% |
| May 31, 2022 | 73.77% |
| April 30, 2022 | 73.77% |
| Date | Value |
|---|---|
| March 31, 2022 | 73.77% |
| February 28, 2022 | 73.77% |
| January 31, 2022 | 76.31% |
| December 31, 2021 | 77.46% |
| November 30, 2021 | 77.46% |
| October 31, 2021 | 77.46% |
| September 30, 2021 | 77.46% |
| August 31, 2021 | 77.46% |
| July 31, 2021 | 77.46% |
| June 30, 2021 | 77.46% |
| May 31, 2021 | 77.46% |
| April 30, 2021 | 77.46% |
| March 31, 2021 | 77.46% |
| February 28, 2021 | 77.46% |
| January 31, 2021 | 77.46% |
| December 31, 2020 | 77.46% |
| November 30, 2020 | 79.70% |
| October 31, 2020 | 79.70% |
| September 30, 2020 | 79.70% |
| August 31, 2020 | 79.70% |
| July 31, 2020 | 79.70% |
| June 30, 2020 | 79.70% |
| May 31, 2020 | 79.70% |
| April 30, 2020 | 79.70% |
| March 31, 2020 | 79.70% |
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
73.77%
Minimum
Feb 2022
79.70%
Maximum
May 2019
76.49%
Average
77.46%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Princeton Bancorp Inc | 53.41% |
| Auburn National Bancorp Inc | 69.43% |
| Wesbanco Inc | 61.57% |
| West Bancorp Inc | 51.40% |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.980 |
| Beta (5Y) | 1.434 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.52% |
| Historical Sharpe Ratio (5Y) | 0.3885 |
| Historical Sortino (5Y) | 0.5298 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.32% |