California Bancorp (CALB)
21.78
+0.16
(+0.76%)
USD |
NASDAQ |
May 03, 16:00
21.82
+0.05
(+0.23%)
After-Hours: 20:00
California Bancorp Max Drawdown (5Y): 58.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.07% |
March 31, 2024 | 58.07% |
February 29, 2024 | 58.07% |
January 31, 2024 | 58.07% |
December 31, 2023 | 58.07% |
November 30, 2023 | 58.07% |
October 31, 2023 | 58.07% |
September 30, 2023 | 58.07% |
August 31, 2023 | 58.07% |
July 31, 2023 | 58.07% |
June 30, 2023 | 58.07% |
May 31, 2023 | 58.07% |
April 30, 2023 | 58.07% |
March 31, 2023 | 58.07% |
February 28, 2023 | 58.07% |
January 31, 2023 | 58.07% |
December 31, 2022 | 58.07% |
November 30, 2022 | 58.07% |
October 31, 2022 | 58.07% |
September 30, 2022 | 58.07% |
August 31, 2022 | 58.07% |
July 31, 2022 | 58.07% |
June 30, 2022 | 58.07% |
May 31, 2022 | 58.07% |
April 30, 2022 | 58.07% |
Date | Value |
---|---|
March 31, 2022 | 58.07% |
February 28, 2022 | 58.07% |
January 31, 2022 | 58.07% |
December 31, 2021 | 58.07% |
November 30, 2021 | 58.07% |
October 31, 2021 | 58.07% |
September 30, 2021 | 58.07% |
August 31, 2021 | 58.07% |
July 31, 2021 | 58.07% |
June 30, 2021 | 58.07% |
May 31, 2021 | 58.07% |
April 30, 2021 | 58.07% |
March 31, 2021 | 58.07% |
February 28, 2021 | 58.07% |
January 31, 2021 | 58.07% |
December 31, 2020 | 58.07% |
November 30, 2020 | 58.07% |
October 31, 2020 | 58.07% |
September 30, 2020 | 58.07% |
August 31, 2020 | 58.07% |
July 31, 2020 | 58.07% |
June 30, 2020 | 58.07% |
May 31, 2020 | 58.07% |
April 30, 2020 | 58.07% |
March 31, 2020 | 58.07% |
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
28.72%
Minimum
May 2019
58.07%
Maximum
Mar 2020
53.18%
Average
58.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Southern Calif Bancorp | 52.35% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.596 |
Beta (5Y) | 0.9189 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.16% |
Historical Sharpe Ratio (5Y) | 0.0161 |
Historical Sortino (5Y) | 0.0211 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.07% |