Texas Capital Bancshares Inc (TCBI)

76.79 +0.01 (+0.01%) USD  |  NASDAQ  |  Dec 20, 16:00
76.80 +0.01 (+0.01%) After-Hours: 20:00
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Texas Capital Bancshares Max Drawdown (5Y): 81.15% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Truist Financial Corp 59.10%
BOK Financial Corp 64.97%
Commerce Bancshares Inc 38.21%
Huntington Bancshares Inc 55.00%
Red River Bancshares Inc 46.91%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.764
Beta (5Y) 1.141
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 48.58%
Historical Sharpe Ratio (5Y) 0.1332
Historical Sortino (5Y) 0.1717
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.07%