Central Pacific Financial Corp (CPF)
31.19
+0.13
(+0.42%)
USD |
NYSE |
Nov 14, 10:25
Central Pacific Financial Max Drawdown (5Y): 58.71% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 58.71% |
September 30, 2024 | 58.71% |
August 31, 2024 | 58.71% |
July 31, 2024 | 58.71% |
June 30, 2024 | 58.71% |
May 31, 2024 | 58.71% |
April 30, 2024 | 58.71% |
March 31, 2024 | 58.71% |
February 29, 2024 | 58.71% |
January 31, 2024 | 58.71% |
December 31, 2023 | 58.71% |
November 30, 2023 | 58.71% |
October 31, 2023 | 58.71% |
September 30, 2023 | 58.71% |
August 31, 2023 | 58.71% |
July 31, 2023 | 58.71% |
June 30, 2023 | 58.71% |
May 31, 2023 | 58.71% |
April 30, 2023 | 58.71% |
March 31, 2023 | 58.71% |
February 28, 2023 | 58.71% |
January 31, 2023 | 58.71% |
December 31, 2022 | 58.71% |
November 30, 2022 | 58.71% |
October 31, 2022 | 58.71% |
Date | Value |
---|---|
September 30, 2022 | 58.71% |
August 31, 2022 | 58.71% |
July 31, 2022 | 58.71% |
June 30, 2022 | 58.71% |
May 31, 2022 | 58.71% |
April 30, 2022 | 58.71% |
March 31, 2022 | 58.71% |
February 28, 2022 | 58.71% |
January 31, 2022 | 58.71% |
December 31, 2021 | 58.71% |
November 30, 2021 | 58.71% |
October 31, 2021 | 58.71% |
September 30, 2021 | 58.71% |
August 31, 2021 | 58.71% |
July 31, 2021 | 58.71% |
June 30, 2021 | 58.71% |
May 31, 2021 | 58.71% |
April 30, 2021 | 58.71% |
March 31, 2021 | 58.71% |
February 28, 2021 | 58.71% |
January 31, 2021 | 58.71% |
December 31, 2020 | 58.71% |
November 30, 2020 | 58.71% |
October 31, 2020 | 58.71% |
September 30, 2020 | 58.71% |
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
42.06%
Minimum
Dec 2019
58.71%
Maximum
Mar 2020
57.79%
Average
58.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Community Trust Bancorp Inc | 42.95% |
Flushing Financial Corp | 67.05% |
Plumas Bancorp | 47.45% |
First Financial Corp | 42.73% |
Peoples Financial Services Corp | 42.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.70 |
Beta (5Y) | 1.136 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.41% |
Historical Sharpe Ratio (5Y) | 0.0251 |
Historical Sortino (5Y) | 0.0331 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.31% |