Customers Bancorp Inc (CUBI)
55.28
+1.37
(+2.54%)
USD |
NYSE |
Nov 21, 16:00
55.38
+0.10
(+0.18%)
Pre-Market: 20:00
Customers Bancorp Max Drawdown (5Y): 78.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 78.56% |
| September 30, 2024 | 78.56% |
| August 31, 2024 | 78.56% |
| July 31, 2024 | 78.56% |
| June 30, 2024 | 78.56% |
| May 31, 2024 | 78.56% |
| April 30, 2024 | 78.56% |
| March 31, 2024 | 78.56% |
| February 29, 2024 | 78.56% |
| January 31, 2024 | 78.56% |
| December 31, 2023 | 78.56% |
| November 30, 2023 | 78.56% |
| October 31, 2023 | 78.56% |
| September 30, 2023 | 78.56% |
| August 31, 2023 | 78.56% |
| July 31, 2023 | 78.56% |
| June 30, 2023 | 78.56% |
| May 31, 2023 | 78.56% |
| April 30, 2023 | 77.46% |
| March 31, 2023 | 76.75% |
| February 28, 2023 | 75.95% |
| January 31, 2023 | 75.95% |
| December 31, 2022 | 75.95% |
| November 30, 2022 | 75.95% |
| October 31, 2022 | 75.95% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.95% |
| August 31, 2022 | 75.95% |
| July 31, 2022 | 75.95% |
| June 30, 2022 | 75.95% |
| May 31, 2022 | 75.95% |
| April 30, 2022 | 75.95% |
| March 31, 2022 | 75.95% |
| February 28, 2022 | 75.95% |
| January 31, 2022 | 75.95% |
| December 31, 2021 | 75.95% |
| November 30, 2021 | 75.95% |
| October 31, 2021 | 75.95% |
| September 30, 2021 | 75.95% |
| August 31, 2021 | 75.95% |
| July 31, 2021 | 75.95% |
| June 30, 2021 | 75.95% |
| May 31, 2021 | 75.95% |
| April 30, 2021 | 75.95% |
| March 31, 2021 | 75.95% |
| February 28, 2021 | 75.95% |
| January 31, 2021 | 75.95% |
| December 31, 2020 | 75.95% |
| November 30, 2020 | 75.95% |
| October 31, 2020 | 75.95% |
| September 30, 2020 | 75.95% |
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
53.35%
Minimum
Nov 2019
78.56%
Maximum
May 2023
75.22%
Average
75.95%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| First Citizens BancShares Inc | 47.49% |
| Stellar Bancorp Inc | -- |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.729 |
| Beta (5Y) | 1.606 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.24% |
| Historical Sharpe Ratio (5Y) | 0.1959 |
| Historical Sortino (5Y) | 0.3187 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.69% |