The Bancorp Inc (TBBK)
55.90
+0.92
(+1.67%)
USD |
NASDAQ |
Nov 21, 16:00
55.96
+0.06
(+0.11%)
Pre-Market: 20:00
Bancorp Max Drawdown (5Y): 73.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.77% |
| September 30, 2024 | 73.77% |
| August 31, 2024 | 73.77% |
| July 31, 2024 | 73.77% |
| June 30, 2024 | 73.77% |
| May 31, 2024 | 73.77% |
| April 30, 2024 | 73.77% |
| March 31, 2024 | 73.77% |
| February 29, 2024 | 73.77% |
| January 31, 2024 | 73.77% |
| December 31, 2023 | 73.77% |
| November 30, 2023 | 73.77% |
| October 31, 2023 | 73.77% |
| September 30, 2023 | 73.77% |
| August 31, 2023 | 73.77% |
| July 31, 2023 | 73.77% |
| June 30, 2023 | 73.77% |
| May 31, 2023 | 73.77% |
| April 30, 2023 | 73.77% |
| March 31, 2023 | 73.77% |
| February 28, 2023 | 73.77% |
| January 31, 2023 | 73.77% |
| December 31, 2022 | 73.77% |
| November 30, 2022 | 73.77% |
| October 31, 2022 | 73.77% |
| Date | Value |
|---|---|
| September 30, 2022 | 73.77% |
| August 31, 2022 | 73.77% |
| July 31, 2022 | 73.77% |
| June 30, 2022 | 73.77% |
| May 31, 2022 | 73.77% |
| April 30, 2022 | 73.77% |
| March 31, 2022 | 76.31% |
| February 28, 2022 | 77.46% |
| January 31, 2022 | 77.46% |
| December 31, 2021 | 77.46% |
| November 30, 2021 | 77.46% |
| October 31, 2021 | 77.46% |
| September 30, 2021 | 77.46% |
| August 31, 2021 | 77.46% |
| July 31, 2021 | 77.46% |
| June 30, 2021 | 77.46% |
| May 31, 2021 | 77.46% |
| April 30, 2021 | 77.46% |
| March 31, 2021 | 77.46% |
| February 28, 2021 | 77.46% |
| January 31, 2021 | 79.70% |
| December 31, 2020 | 79.70% |
| November 30, 2020 | 79.70% |
| October 31, 2020 | 79.70% |
| September 30, 2020 | 79.70% |
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
73.77%
Minimum
Apr 2022
79.70%
Maximum
Nov 2019
76.10%
Average
73.77%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| First Citizens BancShares Inc | 47.49% |
| S&T Bancorp Inc | 61.74% |
| Trustmark Corp | 47.76% |
| Univest Financial Corp | 53.40% |
| Meridian Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.59 |
| Beta (5Y) | 1.456 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.23% |
| Historical Sharpe Ratio (5Y) | 0.5735 |
| Historical Sortino (5Y) | 0.8073 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.32% |