Heritage Commerce Corp (HTBK)
8.19
+0.06
(+0.74%)
USD |
NASDAQ |
May 02, 12:31
Heritage Commerce Max Drawdown (5Y): 62.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.02% |
March 31, 2024 | 62.02% |
February 29, 2024 | 62.02% |
January 31, 2024 | 62.02% |
December 31, 2023 | 62.02% |
November 30, 2023 | 62.02% |
October 31, 2023 | 62.02% |
September 30, 2023 | 62.02% |
August 31, 2023 | 62.02% |
July 31, 2023 | 62.02% |
June 30, 2023 | 62.02% |
May 31, 2023 | 62.02% |
April 30, 2023 | 62.02% |
March 31, 2023 | 62.02% |
February 28, 2023 | 62.02% |
January 31, 2023 | 62.02% |
December 31, 2022 | 62.02% |
November 30, 2022 | 62.02% |
October 31, 2022 | 62.02% |
September 30, 2022 | 62.02% |
August 31, 2022 | 62.02% |
July 31, 2022 | 62.02% |
June 30, 2022 | 62.02% |
May 31, 2022 | 62.02% |
April 30, 2022 | 62.02% |
Date | Value |
---|---|
March 31, 2022 | 62.02% |
February 28, 2022 | 62.02% |
January 31, 2022 | 62.02% |
December 31, 2021 | 62.02% |
November 30, 2021 | 62.02% |
October 31, 2021 | 62.02% |
September 30, 2021 | 62.02% |
August 31, 2021 | 62.02% |
July 31, 2021 | 62.02% |
June 30, 2021 | 62.02% |
May 31, 2021 | 62.02% |
April 30, 2021 | 62.02% |
March 31, 2021 | 62.02% |
February 28, 2021 | 62.02% |
January 31, 2021 | 62.02% |
December 31, 2020 | 62.02% |
November 30, 2020 | 62.02% |
October 31, 2020 | 62.02% |
September 30, 2020 | 62.02% |
August 31, 2020 | 61.87% |
July 31, 2020 | 61.87% |
June 30, 2020 | 61.87% |
May 31, 2020 | 61.87% |
April 30, 2020 | 61.87% |
March 31, 2020 | 61.87% |
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
38.08%
Minimum
May 2019
62.02%
Maximum
Sep 2020
58.04%
Average
62.02%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Midland States Bancorp Inc | 61.18% |
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) | -16.11 |
Beta (5Y) | 0.9126 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.99% |
Historical Sharpe Ratio (5Y) | -0.165 |
Historical Sortino (5Y) | -0.2249 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.12% |