CVB Financial Corp (CVBF)
16.48
-0.03
(-0.18%)
USD |
NASDAQ |
Apr 26, 16:00
16.50
+0.02
(+0.09%)
After-Hours: 20:00
CVB Financial Max Drawdown (5Y): 61.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 61.73% |
| February 29, 2024 | 61.73% |
| January 31, 2024 | 61.73% |
| December 31, 2023 | 61.73% |
| November 30, 2023 | 61.73% |
| October 31, 2023 | 61.73% |
| September 30, 2023 | 61.73% |
| August 31, 2023 | 61.73% |
| July 31, 2023 | 61.73% |
| June 30, 2023 | 61.73% |
| May 31, 2023 | 61.73% |
| April 30, 2023 | 48.69% |
| March 31, 2023 | 42.98% |
| February 28, 2023 | 36.15% |
| January 31, 2023 | 36.15% |
| December 31, 2022 | 36.15% |
| November 30, 2022 | 36.15% |
| October 31, 2022 | 36.15% |
| September 30, 2022 | 36.15% |
| August 31, 2022 | 36.15% |
| July 31, 2022 | 36.15% |
| June 30, 2022 | 36.15% |
| May 31, 2022 | 36.15% |
| April 30, 2022 | 36.15% |
| March 31, 2022 | 36.15% |
| Date | Value |
|---|---|
| February 28, 2022 | 36.15% |
| January 31, 2022 | 36.15% |
| December 31, 2021 | 36.15% |
| November 30, 2021 | 36.15% |
| October 31, 2021 | 36.15% |
| September 30, 2021 | 36.15% |
| August 31, 2021 | 36.15% |
| July 31, 2021 | 36.15% |
| June 30, 2021 | 36.15% |
| May 31, 2021 | 36.15% |
| April 30, 2021 | 36.15% |
| March 31, 2021 | 36.15% |
| February 28, 2021 | 36.15% |
| January 31, 2021 | 36.15% |
| December 31, 2020 | 36.15% |
| November 30, 2020 | 36.15% |
| October 31, 2020 | 36.15% |
| September 30, 2020 | 36.15% |
| August 31, 2020 | 36.15% |
| July 31, 2020 | 36.15% |
| June 30, 2020 | 36.15% |
| May 31, 2020 | 36.15% |
| April 30, 2020 | 36.15% |
| March 31, 2020 | 36.15% |
| February 29, 2020 | 23.42% |
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
23.42%
Minimum
Apr 2019
61.73%
Maximum
May 2023
38.83%
Average
36.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Banner Corp | 56.45% |
| Columbia Banking System Inc | 63.57% |
| International Bancshares Corp | 63.38% |
| Independent Bank Corp | 52.59% |
| Bank OZK | 70.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.555 |
| Beta (5Y) | 0.4606 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.21% |
| Historical Sharpe Ratio (5Y) | -0.0451 |
| Historical Sortino (5Y) | -0.0651 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.45% |