Commerce Bancshares Inc (CBSH)
71.81
+0.84
(+1.18%)
USD |
NASDAQ |
Nov 21, 16:00
71.83
+0.02
(+0.03%)
After-Hours: 20:00
Commerce Bancshares Max Drawdown (5Y): 38.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.21% |
| September 30, 2024 | 38.21% |
| August 31, 2024 | 38.21% |
| July 31, 2024 | 38.21% |
| June 30, 2024 | 38.21% |
| May 31, 2024 | 38.21% |
| April 30, 2024 | 38.21% |
| March 31, 2024 | 38.21% |
| February 29, 2024 | 38.21% |
| January 31, 2024 | 38.21% |
| December 31, 2023 | 38.21% |
| November 30, 2023 | 38.21% |
| October 31, 2023 | 37.90% |
| September 30, 2023 | 35.34% |
| August 31, 2023 | 35.34% |
| July 31, 2023 | 35.34% |
| June 30, 2023 | 35.34% |
| May 31, 2023 | 34.85% |
| April 30, 2023 | 34.85% |
| March 31, 2023 | 34.85% |
| February 28, 2023 | 34.85% |
| January 31, 2023 | 34.85% |
| December 31, 2022 | 34.85% |
| November 30, 2022 | 34.85% |
| October 31, 2022 | 34.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.85% |
| August 31, 2022 | 34.85% |
| July 31, 2022 | 34.85% |
| June 30, 2022 | 34.85% |
| May 31, 2022 | 34.85% |
| April 30, 2022 | 34.85% |
| March 31, 2022 | 34.85% |
| February 28, 2022 | 34.85% |
| January 31, 2022 | 34.85% |
| December 31, 2021 | 34.85% |
| November 30, 2021 | 34.85% |
| October 31, 2021 | 34.85% |
| September 30, 2021 | 34.85% |
| August 31, 2021 | 34.85% |
| July 31, 2021 | 34.85% |
| June 30, 2021 | 34.85% |
| May 31, 2021 | 34.85% |
| April 30, 2021 | 34.85% |
| March 31, 2021 | 34.85% |
| February 28, 2021 | 34.85% |
| January 31, 2021 | 34.85% |
| December 31, 2020 | 34.85% |
| November 30, 2020 | 34.85% |
| October 31, 2020 | 34.85% |
| September 30, 2020 | 34.85% |
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
21.56%
Minimum
Nov 2019
38.21%
Maximum
Nov 2023
34.72%
Average
34.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Huntington Bancshares Inc | 55.00% |
| Truist Financial Corp | 59.10% |
| Old Second Bancorp Inc | 60.07% |
| Texas Capital Bancshares Inc | 81.15% |
| Wintrust Financial Corp | 74.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.633 |
| Beta (5Y) | 0.7332 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.25% |
| Historical Sharpe Ratio (5Y) | 0.1517 |
| Historical Sortino (5Y) | 0.2429 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.40% |