RBB Bancorp (RBB)
24.39
-0.44
(-1.77%)
USD |
NASDAQ |
Nov 15, 16:00
24.39
0.00 (0.00%)
After-Hours: 20:00
RBB Bancorp Max Drawdown (5Y): 69.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.10% |
| September 30, 2024 | 69.10% |
| August 31, 2024 | 69.10% |
| July 31, 2024 | 69.10% |
| June 30, 2024 | 69.10% |
| May 31, 2024 | 69.10% |
| April 30, 2024 | 69.10% |
| March 31, 2024 | 69.10% |
| February 29, 2024 | 69.10% |
| January 31, 2024 | 69.10% |
| December 31, 2023 | 69.10% |
| November 30, 2023 | 69.10% |
| October 31, 2023 | 69.10% |
| September 30, 2023 | 69.10% |
| August 31, 2023 | 69.10% |
| July 31, 2023 | 69.10% |
| June 30, 2023 | 69.10% |
| May 31, 2023 | 69.10% |
| April 30, 2023 | 66.10% |
| March 31, 2023 | 66.10% |
| February 28, 2023 | 66.10% |
| January 31, 2023 | 66.10% |
| December 31, 2022 | 66.10% |
| November 30, 2022 | 66.10% |
| October 31, 2022 | 66.10% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.10% |
| August 31, 2022 | 66.10% |
| July 31, 2022 | 66.10% |
| June 30, 2022 | 66.10% |
| May 31, 2022 | 66.10% |
| April 30, 2022 | 66.10% |
| March 31, 2022 | 66.10% |
| February 28, 2022 | 66.10% |
| January 31, 2022 | 66.10% |
| December 31, 2021 | 66.10% |
| November 30, 2021 | 66.10% |
| October 31, 2021 | 66.10% |
| September 30, 2021 | 66.10% |
| August 31, 2021 | 66.10% |
| July 31, 2021 | 66.10% |
| June 30, 2021 | 66.10% |
| May 31, 2021 | 66.10% |
| April 30, 2021 | 66.10% |
| March 31, 2021 | 66.10% |
| February 28, 2021 | 66.10% |
| January 31, 2021 | 66.10% |
| December 31, 2020 | 66.10% |
| November 30, 2020 | 66.10% |
| October 31, 2020 | 66.10% |
| September 30, 2020 | 66.10% |
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
48.02%
Minimum
Nov 2019
69.10%
Maximum
May 2023
65.60%
Average
66.10%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Independent Bank Corp (Ionia MI) | 61.76% |
| Midland States Bancorp Inc | 61.18% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.631 |
| Beta (5Y) | 0.9508 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.91% |
| Historical Sharpe Ratio (5Y) | 0.0646 |
| Historical Sortino (5Y) | 0.1007 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.91% |