Banc of California Inc (BANC)
15.16
+0.22
(+1.51%)
USD |
NYSE |
Nov 05, 14:42
Banc of California Max Drawdown (5Y): 69.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 69.80% |
September 30, 2024 | 69.80% |
August 31, 2024 | 69.80% |
July 31, 2024 | 69.80% |
June 30, 2024 | 69.80% |
May 31, 2024 | 69.80% |
April 30, 2024 | 69.80% |
March 31, 2024 | 69.80% |
February 29, 2024 | 69.80% |
January 31, 2024 | 69.80% |
December 31, 2023 | 69.80% |
November 30, 2023 | 69.80% |
October 31, 2023 | 69.80% |
September 30, 2023 | 69.80% |
August 31, 2023 | 69.80% |
July 31, 2023 | 69.80% |
June 30, 2023 | 69.80% |
May 31, 2023 | 69.80% |
April 30, 2023 | 69.80% |
March 31, 2023 | 69.80% |
February 28, 2023 | 69.80% |
January 31, 2023 | 69.80% |
December 31, 2022 | 69.80% |
November 30, 2022 | 69.80% |
October 31, 2022 | 69.80% |
Date | Value |
---|---|
September 30, 2022 | 69.80% |
August 31, 2022 | 69.80% |
July 31, 2022 | 69.80% |
June 30, 2022 | 69.80% |
May 31, 2022 | 69.80% |
April 30, 2022 | 69.80% |
March 31, 2022 | 69.80% |
February 28, 2022 | 69.80% |
January 31, 2022 | 69.80% |
December 31, 2021 | 69.80% |
November 30, 2021 | 69.80% |
October 31, 2021 | 69.80% |
September 30, 2021 | 69.80% |
August 31, 2021 | 69.80% |
July 31, 2021 | 69.80% |
June 30, 2021 | 69.80% |
May 31, 2021 | 69.80% |
April 30, 2021 | 69.80% |
March 31, 2021 | 69.80% |
February 28, 2021 | 69.80% |
January 31, 2021 | 69.80% |
December 31, 2020 | 69.80% |
November 30, 2020 | 69.80% |
October 31, 2020 | 69.80% |
September 30, 2020 | 69.80% |
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
51.02%
Minimum
Nov 2019
69.80%
Maximum
Apr 2020
68.47%
Average
69.80%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
UMB Financial Corp | 50.23% |
BancFirst Corp | 57.10% |
Fulton Financial Corp | 49.38% |
Heartland Financial USA Inc | 56.32% |
Zions Bancorp NA | 72.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.64 |
Beta (5Y) | 1.132 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.51% |
Historical Sharpe Ratio (5Y) | 0.0475 |
Historical Sortino (5Y) | 0.0592 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.21% |