Central Pacific Financial Corp (CPF)
20.85
+0.31
(+1.51%)
USD |
NYSE |
May 03, 16:00
20.88
+0.02
(+0.12%)
After-Hours: 20:00
Central Pacific Financial Max Drawdown (5Y): 58.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 58.71% |
| July 31, 2020 | 58.71% |
| June 30, 2020 | 58.71% |
| May 31, 2020 | 58.71% |
| April 30, 2020 | 58.71% |
| March 31, 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
63.67%
Maximum
May 2019
58.13%
Average
58.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| LCNB Corp | 50.98% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.10 |
| Beta (5Y) | 1.123 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.97% |
| Historical Sharpe Ratio (5Y) | -0.151 |
| Historical Sortino (5Y) | -0.1951 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.31% |