Central Pacific Financial Corp (CPF)
31.97
+0.60
(+1.91%)
USD |
NYSE |
Nov 22, 11:04
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
51.12%
Minimum
Feb 2020
61.22%
Maximum
Nov 2019
58.56%
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% |