Cathay General Bancorp (CATY)
35.24
+0.28
(+0.80%)
USD |
NASDAQ |
Apr 26, 14:16
Cathay General Bancorp Max Drawdown (5Y): 55.68% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 55.68% |
February 29, 2024 | 55.68% |
January 31, 2024 | 55.68% |
December 31, 2023 | 55.68% |
November 30, 2023 | 55.68% |
October 31, 2023 | 55.68% |
September 30, 2023 | 55.68% |
August 31, 2023 | 55.68% |
July 31, 2023 | 55.68% |
June 30, 2023 | 55.68% |
May 31, 2023 | 55.68% |
April 30, 2023 | 55.68% |
March 31, 2023 | 55.68% |
February 28, 2023 | 55.68% |
January 31, 2023 | 55.68% |
December 31, 2022 | 55.68% |
November 30, 2022 | 55.68% |
October 31, 2022 | 55.68% |
September 30, 2022 | 55.68% |
August 31, 2022 | 55.68% |
July 31, 2022 | 55.68% |
June 30, 2022 | 55.68% |
May 31, 2022 | 55.68% |
April 30, 2022 | 55.68% |
March 31, 2022 | 55.68% |
Date | Value |
---|---|
February 28, 2022 | 55.68% |
January 31, 2022 | 55.68% |
December 31, 2021 | 55.68% |
November 30, 2021 | 55.68% |
October 31, 2021 | 55.68% |
September 30, 2021 | 55.68% |
August 31, 2021 | 55.68% |
July 31, 2021 | 55.68% |
June 30, 2021 | 55.68% |
May 31, 2021 | 55.68% |
April 30, 2021 | 55.68% |
March 31, 2021 | 55.68% |
February 28, 2021 | 55.68% |
January 31, 2021 | 55.68% |
December 31, 2020 | 55.68% |
November 30, 2020 | 55.68% |
October 31, 2020 | 55.68% |
September 30, 2020 | 55.68% |
August 31, 2020 | 55.68% |
July 31, 2020 | 55.68% |
June 30, 2020 | 55.68% |
May 31, 2020 | 55.68% |
April 30, 2020 | 55.68% |
March 31, 2020 | 55.68% |
February 29, 2020 | 27.16% |
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
27.16%
Minimum
Apr 2019
55.68%
Maximum
Mar 2020
50.45%
Average
55.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 44.54% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.61 |
Beta (5Y) | 1.117 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.29% |
Historical Sharpe Ratio (5Y) | 0.1126 |
Historical Sortino (5Y) | 0.153 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.67% |