Banc of California Inc (BANC)
16.56
+0.20
(+1.25%)
USD |
NYSE |
Nov 22, 10:21
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% |