California Business Bank (CABB)
0.0071
0.00 (0.00%)
USD |
OTCM |
Sep 27, 16:00
California Business Bank Max Drawdown (5Y): 99.96% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 99.96% |
July 31, 2024 | 99.96% |
June 30, 2024 | 99.96% |
May 31, 2024 | 99.96% |
April 30, 2024 | 99.96% |
March 31, 2024 | 99.96% |
February 29, 2024 | 99.96% |
January 31, 2024 | 99.96% |
December 31, 2023 | 99.96% |
November 30, 2023 | 99.96% |
October 31, 2023 | 99.96% |
September 30, 2023 | 99.96% |
August 31, 2023 | 99.96% |
July 31, 2023 | 99.96% |
June 30, 2023 | 99.96% |
May 31, 2023 | 99.96% |
April 30, 2023 | 99.96% |
March 31, 2023 | 99.96% |
February 28, 2023 | 99.96% |
January 31, 2023 | 99.96% |
December 31, 2022 | 99.96% |
November 30, 2022 | 99.41% |
October 31, 2022 | 99.41% |
September 30, 2022 | 99.41% |
August 31, 2022 | 99.41% |
Date | Value |
---|---|
July 31, 2022 | 99.41% |
June 30, 2022 | 99.41% |
May 31, 2022 | 99.41% |
April 30, 2022 | 95.00% |
March 31, 2022 | 95.00% |
February 28, 2022 | 95.00% |
January 31, 2022 | 95.00% |
December 31, 2021 | 95.00% |
November 30, 2021 | 95.00% |
October 31, 2021 | 95.00% |
September 30, 2021 | 95.00% |
August 31, 2021 | 95.00% |
July 31, 2021 | 95.00% |
June 30, 2021 | 95.00% |
May 31, 2021 | 95.00% |
April 30, 2021 | 95.00% |
March 31, 2021 | 95.00% |
February 28, 2021 | 95.00% |
January 31, 2021 | 95.00% |
December 31, 2020 | 95.00% |
November 30, 2020 | 95.00% |
October 31, 2020 | 95.00% |
September 30, 2020 | 95.24% |
August 31, 2020 | 96.00% |
July 31, 2020 | 96.00% |
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
95.00%
Minimum
Oct 2020
99.96%
Maximum
Dec 2022
97.48%
Average
96.19%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
Republic First Bancorp Inc | 99.96% |
Gold Canyon Bank Az | 97.74% |
Terme Bancorp Inc | 99.93% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -45.70 |
Beta (5Y) | 0.0109 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 257.4% |
Historical Sharpe Ratio (5Y) | -0.177 |
Historical Sortino (5Y) | -0.6317 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.93% |