California Bancorp (BCAL)
21.45
-0.02
(-0.09%)
USD |
NASDAQ |
Aug 25, 10:25
California Bancorp Max Drawdown (5Y) : 32.26% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 32.26% |
| June 30, 2026 | 32.26% |
| May 31, 2026 | 32.26% |
| April 30, 2026 | 32.26% |
| March 31, 2026 | 32.26% |
| February 28, 2026 | 32.26% |
| January 31, 2026 | 32.26% |
| December 31, 2025 | 32.26% |
| November 30, 2025 | 33.24% |
| October 31, 2025 | 47.65% |
| September 30, 2025 | 50.88% |
| August 31, 2025 | 50.88% |
| July 31, 2025 | 50.88% |
| June 30, 2025 | 50.88% |
| May 31, 2025 | 50.88% |
| April 30, 2025 | 50.88% |
| March 31, 2025 | 52.35% |
| February 28, 2025 | 52.35% |
| January 31, 2025 | 52.35% |
| December 31, 2024 | 52.35% |
| November 30, 2024 | 52.35% |
| October 31, 2024 | 52.35% |
| September 30, 2024 | 52.35% |
| August 31, 2024 | 52.35% |
| July 31, 2024 | 52.35% |
| Date | Value |
|---|---|
| June 30, 2024 | 52.35% |
| May 31, 2024 | 52.35% |
| April 30, 2024 | 52.35% |
| March 31, 2024 | 52.35% |
| February 29, 2024 | 52.35% |
| January 31, 2024 | 52.35% |
| December 31, 2023 | 52.35% |
| November 30, 2023 | 52.35% |
| October 31, 2023 | 52.35% |
| September 30, 2023 | 52.35% |
| August 31, 2023 | 52.35% |
| July 31, 2023 | 52.35% |
| June 30, 2023 | 52.35% |
| May 31, 2023 | 52.35% |
| April 30, 2023 | 52.35% |
| March 31, 2023 | 52.35% |
| February 28, 2023 | 52.35% |
| January 31, 2023 | 52.35% |
| December 31, 2022 | 52.35% |
| November 30, 2022 | 52.35% |
| October 31, 2022 | 52.35% |
| September 30, 2022 | 52.35% |
| August 31, 2022 | 52.35% |
| July 31, 2022 | 52.35% |
| June 30, 2022 | 52.35% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Dime Commercial Bancshares, Inc. | 57.39% |
| Old Second Bancorp, Inc. | 36.27% |
| Unity Bancorp, Inc. | 30.93% |
| First Bank (Hamilton, New Jersey) | 47.94% |
| Peoples Financial Services Corp. | 37.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.439 |
| Beta (5Y) | 0.2847 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.26% |
| Historical Sharpe Ratio (5Y) | 0.2085 |
| Historical Sortino (5Y) | 0.3668 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.74% |