Canadian Imperial Bank of Commerce (CM)
65.21
+0.32
(+0.49%)
USD |
NYSE |
Nov 21, 16:00
65.21
0.00 (0.00%)
Pre-Market: 20:00
Canadian Imperial Bank of Commerce Max Drawdown (5Y): 48.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.48% |
| September 30, 2024 | 48.48% |
| August 31, 2024 | 48.48% |
| July 31, 2024 | 48.48% |
| June 30, 2024 | 48.48% |
| May 31, 2024 | 48.48% |
| April 30, 2024 | 48.48% |
| March 31, 2024 | 48.48% |
| February 29, 2024 | 48.48% |
| January 31, 2024 | 48.48% |
| December 31, 2023 | 48.48% |
| November 30, 2023 | 48.48% |
| October 31, 2023 | 48.48% |
| September 30, 2023 | 48.48% |
| August 31, 2023 | 48.48% |
| July 31, 2023 | 48.48% |
| June 30, 2023 | 48.48% |
| May 31, 2023 | 48.48% |
| April 30, 2023 | 48.48% |
| March 31, 2023 | 48.48% |
| February 28, 2023 | 48.48% |
| January 31, 2023 | 48.48% |
| December 31, 2022 | 48.48% |
| November 30, 2022 | 48.48% |
| October 31, 2022 | 48.48% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.48% |
| August 31, 2022 | 48.48% |
| July 31, 2022 | 48.48% |
| June 30, 2022 | 48.48% |
| May 31, 2022 | 48.48% |
| April 30, 2022 | 48.48% |
| March 31, 2022 | 48.48% |
| February 28, 2022 | 48.48% |
| January 31, 2022 | 48.48% |
| December 31, 2021 | 48.48% |
| November 30, 2021 | 48.48% |
| October 31, 2021 | 48.48% |
| September 30, 2021 | 48.48% |
| August 31, 2021 | 48.48% |
| July 31, 2021 | 48.48% |
| June 30, 2021 | 48.48% |
| May 31, 2021 | 48.48% |
| April 30, 2021 | 48.48% |
| March 31, 2021 | 48.48% |
| February 28, 2021 | 48.48% |
| January 31, 2021 | 48.48% |
| December 31, 2020 | 48.48% |
| November 30, 2020 | 48.48% |
| October 31, 2020 | 48.48% |
| September 30, 2020 | 48.48% |
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
37.73%
Minimum
Nov 2019
48.48%
Maximum
Mar 2020
47.76%
Average
48.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Citigroup Inc | 56.50% |
| JPMorgan Chase & Co | 43.62% |
| Regions Financial Corp | 60.72% |
| Southside Bancshares Inc | 39.21% |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.705 |
| Beta (5Y) | 1.074 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.82% |
| Historical Sharpe Ratio (5Y) | 0.3742 |
| Historical Sortino (5Y) | 0.4984 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.91% |