CrossFirst Bankshares Inc (CFB)
17.66
+0.16
(+0.89%)
USD |
NASDAQ |
Nov 22, 10:02
CrossFirst Bankshares Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
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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
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Minimum
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Maximum
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Average
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Median
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% |