Pacific Premier Bancorp Inc (PPBI)
22.16
-0.58
(-2.55%)
USD |
NASDAQ |
Apr 25, 16:00
22.14
-0.02
(-0.09%)
After-Hours: 20:00
Pacific Premier Bancorp Max Drawdown (5Y): 65.64% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 65.64% |
February 29, 2024 | 65.64% |
January 31, 2024 | 65.64% |
December 31, 2023 | 65.64% |
November 30, 2023 | 65.64% |
October 31, 2023 | 65.64% |
September 30, 2023 | 65.64% |
August 31, 2023 | 65.64% |
July 31, 2023 | 65.64% |
June 30, 2023 | 65.64% |
May 31, 2023 | 65.64% |
April 30, 2023 | 65.64% |
March 31, 2023 | 65.64% |
February 28, 2023 | 65.64% |
January 31, 2023 | 65.64% |
December 31, 2022 | 65.64% |
November 30, 2022 | 65.64% |
October 31, 2022 | 65.64% |
September 30, 2022 | 65.64% |
August 31, 2022 | 65.64% |
July 31, 2022 | 65.64% |
June 30, 2022 | 65.64% |
May 31, 2022 | 65.64% |
April 30, 2022 | 65.64% |
March 31, 2022 | 65.64% |
Date | Value |
---|---|
February 28, 2022 | 65.64% |
January 31, 2022 | 65.64% |
December 31, 2021 | 65.64% |
November 30, 2021 | 65.64% |
October 31, 2021 | 65.64% |
September 30, 2021 | 65.64% |
August 31, 2021 | 65.64% |
July 31, 2021 | 65.64% |
June 30, 2021 | 65.64% |
May 31, 2021 | 65.64% |
April 30, 2021 | 65.64% |
March 31, 2021 | 65.64% |
February 28, 2021 | 65.64% |
January 31, 2021 | 65.64% |
December 31, 2020 | 65.64% |
November 30, 2020 | 65.64% |
October 31, 2020 | 65.64% |
September 30, 2020 | 65.64% |
August 31, 2020 | 65.64% |
July 31, 2020 | 65.64% |
June 30, 2020 | 65.64% |
May 31, 2020 | 65.64% |
April 30, 2020 | 65.64% |
March 31, 2020 | 65.64% |
February 29, 2020 | 48.31% |
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
48.31%
Minimum
Apr 2019
65.64%
Maximum
Mar 2020
62.47%
Average
65.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
New York Community Bancorp Inc | 79.50% |
Axos Financial Inc | 67.32% |
WaFd Inc | 45.54% |
HomeStreet Inc | 91.49% |
Bank OZK | 70.41% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.73 |
Beta (5Y) | 1.212 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.89% |
Historical Sharpe Ratio (5Y) | 0.0021 |
Historical Sortino (5Y) | 0.0033 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.14% |