Preferred Bank (PFBC)
95.67
+1.91
(+2.04%)
USD |
NASDAQ |
Nov 22, 16:00
95.40
-0.27
(-0.28%)
After-Hours: 20:00
Preferred Bank Max Drawdown (5Y): 57.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 57.19% |
September 30, 2024 | 57.19% |
August 31, 2024 | 57.19% |
July 31, 2024 | 57.19% |
June 30, 2024 | 57.19% |
May 31, 2024 | 57.19% |
April 30, 2024 | 57.19% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
57.19%
Maximum
Mar 2020
56.09%
Average
57.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.579 |
Beta (5Y) | 0.9465 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.04% |
Historical Sharpe Ratio (5Y) | 0.2797 |
Historical Sortino (5Y) | 0.3584 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.92% |