Hope Bancorp Inc (HOPE)
13.78
+0.28
(+2.04%)
USD |
NASDAQ |
Nov 22, 10:47
Hope Bancorp Max Drawdown (5Y): 64.29% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.29% |
| September 30, 2024 | 64.29% |
| August 31, 2024 | 64.29% |
| July 31, 2024 | 64.29% |
| June 30, 2024 | 64.29% |
| May 31, 2024 | 64.29% |
| April 30, 2024 | 64.29% |
| March 31, 2024 | 64.29% |
| February 29, 2024 | 64.29% |
| January 31, 2024 | 64.29% |
| December 31, 2023 | 64.29% |
| November 30, 2023 | 64.29% |
| October 31, 2023 | 64.29% |
| September 30, 2023 | 64.29% |
| August 31, 2023 | 64.29% |
| July 31, 2023 | 64.29% |
| June 30, 2023 | 64.29% |
| May 31, 2023 | 64.29% |
| April 30, 2023 | 64.29% |
| March 31, 2023 | 64.29% |
| February 28, 2023 | 64.29% |
| January 31, 2023 | 64.29% |
| December 31, 2022 | 64.29% |
| November 30, 2022 | 64.29% |
| October 31, 2022 | 64.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.29% |
| August 31, 2022 | 64.29% |
| July 31, 2022 | 64.29% |
| June 30, 2022 | 64.29% |
| May 31, 2022 | 64.29% |
| April 30, 2022 | 64.29% |
| March 31, 2022 | 64.29% |
| February 28, 2022 | 64.29% |
| January 31, 2022 | 64.29% |
| December 31, 2021 | 64.29% |
| November 30, 2021 | 64.29% |
| October 31, 2021 | 64.29% |
| September 30, 2021 | 64.29% |
| August 31, 2021 | 64.29% |
| July 31, 2021 | 64.29% |
| June 30, 2021 | 64.29% |
| May 31, 2021 | 64.29% |
| April 30, 2021 | 64.29% |
| March 31, 2021 | 64.29% |
| February 28, 2021 | 64.29% |
| January 31, 2021 | 64.29% |
| December 31, 2020 | 64.29% |
| November 30, 2020 | 64.29% |
| October 31, 2020 | 64.29% |
| September 30, 2020 | 64.29% |
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
46.09%
Minimum
Nov 2019
64.29%
Maximum
Apr 2020
63.08%
Average
64.29%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Territorial Bancorp Inc | 74.31% |
| Bank of Hawaii Corp | 62.63% |
| JPMorgan Chase & Co | 43.62% |
| Heritage Commerce Corp | 62.02% |
| U.S. Bancorp | 52.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.13 |
| Beta (5Y) | 1.131 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.98% |
| Historical Sharpe Ratio (5Y) | -0.0134 |
| Historical Sortino (5Y) | -0.0201 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.52% |