Banc of California, Inc. (BANC)

20.82 +0.51 (+2.51%) USD  |  NYSE  |  Jan 15, 13:10
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Banc of California Monthly Value at Risk (VaR) 5% (10Y Lookback)

Monthly Value at Risk (VaR) 5% (10Y Lookback) Chart

View Monthly Value at Risk (VaR) 5% (10Y Lookback) for BANC.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Value At Risk (VaR) Definition

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The VaR calculates the potential loss of an investment with a given time frame and confidence level.

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Monthly Value at Risk (VaR) 5% (10Y Lookback) Range, Past 5 Years

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Monthly Value at Risk (VaR) 5% (10Y Lookback) Benchmarks

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Monthly Value at Risk (VaR) 5% (10Y Lookback) Related Metrics

Alpha (10Y) Upgrade
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Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Historical Sortino (10Y) Upgrade
Max Drawdown (10Y) Upgrade