Preferred Bank (PFBC)
74.28
+2.04
(+2.82%)
USD |
NASDAQ |
Apr 19, 16:00
74.28
0.00 (0.00%)
After-Hours: 18:25
Preferred Bank Max Drawdown (5Y): 57.19% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 57.19% |
February 29, 2024 | 57.19% |
January 31, 2024 | 57.19% |
December 31, 2023 | 57.19% |
November 30, 2023 | 57.19% |
October 31, 2023 | 57.19% |
September 30, 2023 | 57.19% |
August 31, 2023 | 57.19% |
July 31, 2023 | 57.19% |
June 30, 2023 | 57.19% |
May 31, 2023 | 57.19% |
April 30, 2023 | 57.19% |
March 31, 2023 | 57.19% |
February 28, 2023 | 57.19% |
January 31, 2023 | 57.19% |
December 31, 2022 | 57.19% |
November 30, 2022 | 57.19% |
October 31, 2022 | 57.19% |
September 30, 2022 | 57.19% |
August 31, 2022 | 57.19% |
July 31, 2022 | 57.19% |
June 30, 2022 | 57.19% |
May 31, 2022 | 57.19% |
April 30, 2022 | 57.19% |
March 31, 2022 | 57.19% |
Date | Value |
---|---|
February 28, 2022 | 57.19% |
January 31, 2022 | 57.19% |
December 31, 2021 | 57.19% |
November 30, 2021 | 57.19% |
October 31, 2021 | 57.19% |
September 30, 2021 | 57.19% |
August 31, 2021 | 57.19% |
July 31, 2021 | 57.19% |
June 30, 2021 | 57.19% |
May 31, 2021 | 57.19% |
April 30, 2021 | 57.19% |
March 31, 2021 | 57.19% |
February 28, 2021 | 57.19% |
January 31, 2021 | 57.19% |
December 31, 2020 | 57.19% |
November 30, 2020 | 57.19% |
October 31, 2020 | 57.19% |
September 30, 2020 | 57.19% |
August 31, 2020 | 57.19% |
July 31, 2020 | 57.19% |
June 30, 2020 | 57.19% |
May 31, 2020 | 57.19% |
April 30, 2020 | 57.19% |
March 31, 2020 | 57.19% |
February 29, 2020 | 40.66% |
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
40.66%
Minimum
Apr 2019
57.19%
Maximum
Mar 2020
54.16%
Average
57.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
East West Bancorp Inc | 67.67% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 44.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.084 |
Beta (5Y) | 1.042 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.05% |
Historical Sharpe Ratio (5Y) | 0.329 |
Historical Sortino (5Y) | 0.4182 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.92% |