Columbia Banking System Inc (COLB)
28.16
+0.40
(+1.44%)
USD |
NASDAQ |
Nov 05, 11:47
Columbia Banking System Max Drawdown (5Y): 64.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.35% |
| September 30, 2024 | 64.35% |
| August 31, 2024 | 64.35% |
| July 31, 2024 | 64.35% |
| June 30, 2024 | 64.35% |
| May 31, 2024 | 64.35% |
| April 30, 2024 | 64.35% |
| March 31, 2024 | 63.57% |
| February 29, 2024 | 63.57% |
| January 31, 2024 | 63.45% |
| December 31, 2023 | 63.45% |
| November 30, 2023 | 63.45% |
| October 31, 2023 | 63.45% |
| September 30, 2023 | 63.45% |
| August 31, 2023 | 63.45% |
| July 31, 2023 | 63.45% |
| June 30, 2023 | 63.45% |
| May 31, 2023 | 63.45% |
| April 30, 2023 | 60.42% |
| March 31, 2023 | 59.98% |
| February 28, 2023 | 56.97% |
| January 31, 2023 | 56.97% |
| December 31, 2022 | 56.97% |
| November 30, 2022 | 56.97% |
| October 31, 2022 | 56.97% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.97% |
| August 31, 2022 | 56.97% |
| July 31, 2022 | 56.97% |
| June 30, 2022 | 56.97% |
| May 31, 2022 | 56.97% |
| April 30, 2022 | 56.97% |
| March 31, 2022 | 56.97% |
| February 28, 2022 | 56.97% |
| January 31, 2022 | 56.97% |
| December 31, 2021 | 56.97% |
| November 30, 2021 | 56.97% |
| October 31, 2021 | 56.97% |
| September 30, 2021 | 56.97% |
| August 31, 2021 | 56.97% |
| July 31, 2021 | 56.97% |
| June 30, 2021 | 56.97% |
| May 31, 2021 | 56.97% |
| April 30, 2021 | 56.97% |
| March 31, 2021 | 56.97% |
| February 28, 2021 | 56.97% |
| January 31, 2021 | 56.97% |
| December 31, 2020 | 56.97% |
| November 30, 2020 | 56.97% |
| October 31, 2020 | 56.97% |
| September 30, 2020 | 56.97% |
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
34.52%
Minimum
Nov 2019
64.35%
Maximum
Apr 2024
57.51%
Average
56.97%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| East West Bancorp Inc | 67.67% |
| First Citizens BancShares Inc | 47.49% |
| Preferred Bank | 57.19% |
| Penns Woods Bancorp Inc | 45.81% |
| Union Bankshares Inc | 66.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.29 |
| Beta (5Y) | 0.6211 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.05% |
| Historical Sharpe Ratio (5Y) | -0.173 |
| Historical Sortino (5Y) | -0.2667 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.66% |