The Bancorp Inc (TBBK)

53.31 +1.35 (+2.60%) USD  |  NASDAQ  |  Dec 20, 16:00
53.37 +0.06 (+0.11%) After-Hours: 20:00
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Bancorp Max Drawdown (5Y): 73.77% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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First Citizens BancShares Inc 47.49%
S&T Bancorp Inc 61.74%
Trustmark Corp 47.76%
Univest Financial Corp 53.40%
Meridian Corp 54.63%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 17.24
Beta (5Y) 1.480
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 58.28%
Historical Sharpe Ratio (5Y) 0.6352
Historical Sortino (5Y) 0.8893
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.32%