CrossFirst Bankshares Inc (CFB)
17.35
-0.24
(-1.36%)
USD |
NASDAQ |
Nov 13, 16:00
17.34
-0.01
(-0.06%)
After-Hours: 20:00
CrossFirst Bankshares Max Drawdown (5Y): 60.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.93% |
| September 30, 2024 | 60.93% |
| August 31, 2024 | 60.93% |
| July 31, 2024 | 60.93% |
| June 30, 2024 | 60.93% |
| May 31, 2024 | 60.93% |
| April 30, 2024 | 60.93% |
| March 31, 2024 | 60.93% |
| February 29, 2024 | 60.93% |
| January 31, 2024 | 60.93% |
| December 31, 2023 | 60.93% |
| November 30, 2023 | 60.93% |
| October 31, 2023 | 60.93% |
| September 30, 2023 | 60.93% |
| August 31, 2023 | 60.93% |
| July 31, 2023 | 60.93% |
| June 30, 2023 | 60.93% |
| May 31, 2023 | 60.93% |
| April 30, 2023 | 60.93% |
| March 31, 2023 | 60.93% |
| February 28, 2023 | 60.93% |
| January 31, 2023 | 60.93% |
| December 31, 2022 | 60.93% |
| November 30, 2022 | 60.93% |
| October 31, 2022 | 60.93% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.93% |
| August 31, 2022 | 60.93% |
| July 31, 2022 | 60.93% |
| June 30, 2022 | 60.93% |
| May 31, 2022 | 60.93% |
| April 30, 2022 | 60.93% |
| March 31, 2022 | 60.93% |
| February 28, 2022 | 60.93% |
| January 31, 2022 | 60.93% |
| December 31, 2021 | 60.93% |
| November 30, 2021 | 60.93% |
| October 31, 2021 | 60.93% |
| September 30, 2021 | 60.93% |
| August 31, 2021 | 60.93% |
| July 31, 2021 | 60.93% |
| June 30, 2021 | 60.93% |
| May 31, 2021 | 60.93% |
| April 30, 2021 | 60.93% |
| March 31, 2021 | 60.93% |
| February 28, 2021 | 60.93% |
| January 31, 2021 | 60.93% |
| December 31, 2020 | 60.93% |
| November 30, 2020 | 60.93% |
| October 31, 2020 | 60.93% |
| September 30, 2020 | 60.93% |
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
16.00%
Minimum
Nov 2019
60.93%
Maximum
Mar 2020
57.93%
Average
60.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First Busey Corp | 54.93% |
| Bank of New York Mellon Corp | 50.50% |
| Cathay General Bancorp | 55.69% |
| Eagle Bancorp Inc | 71.97% |
| East West Bancorp Inc | 67.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.50 |
| Beta (5Y) | 1.038 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.76% |
| Historical Sharpe Ratio (5Y) | 0.0239 |
| Historical Sortino (5Y) | 0.0315 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.09% |