Texas Capital Bancshares Inc (TCBI)
76.93
+1.01
(+1.33%)
USD |
NASDAQ |
Nov 05, 11:22
Texas Capital Bancshares Max Drawdown (5Y): 81.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.15% |
| September 30, 2024 | 81.15% |
| August 31, 2024 | 81.15% |
| July 31, 2024 | 81.15% |
| June 30, 2024 | 81.15% |
| May 31, 2024 | 81.15% |
| April 30, 2024 | 81.15% |
| March 31, 2024 | 81.15% |
| February 29, 2024 | 81.15% |
| January 31, 2024 | 81.15% |
| December 31, 2023 | 81.15% |
| November 30, 2023 | 81.15% |
| October 31, 2023 | 81.15% |
| September 30, 2023 | 81.15% |
| August 31, 2023 | 81.15% |
| July 31, 2023 | 81.15% |
| June 30, 2023 | 81.15% |
| May 31, 2023 | 81.15% |
| April 30, 2023 | 81.15% |
| March 31, 2023 | 81.15% |
| February 28, 2023 | 81.15% |
| January 31, 2023 | 81.15% |
| December 31, 2022 | 81.15% |
| November 30, 2022 | 81.15% |
| October 31, 2022 | 81.15% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.15% |
| August 31, 2022 | 81.15% |
| July 31, 2022 | 81.15% |
| June 30, 2022 | 81.15% |
| May 31, 2022 | 81.15% |
| April 30, 2022 | 81.15% |
| March 31, 2022 | 81.15% |
| February 28, 2022 | 81.15% |
| January 31, 2022 | 81.15% |
| December 31, 2021 | 81.15% |
| November 30, 2021 | 81.15% |
| October 31, 2021 | 81.15% |
| September 30, 2021 | 81.15% |
| August 31, 2021 | 81.15% |
| July 31, 2021 | 81.15% |
| June 30, 2021 | 81.15% |
| May 31, 2021 | 81.15% |
| April 30, 2021 | 81.15% |
| March 31, 2021 | 81.15% |
| February 28, 2021 | 81.15% |
| January 31, 2021 | 81.15% |
| December 31, 2020 | 81.15% |
| November 30, 2020 | 81.15% |
| October 31, 2020 | 81.15% |
| September 30, 2020 | 81.15% |
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
53.48%
Minimum
Nov 2019
81.15%
Maximum
Mar 2020
79.32%
Average
81.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Truist Financial Corp | 59.10% |
| Commerce Bancshares Inc | 38.21% |
| Huntington Bancshares Inc | 55.00% |
| KeyCorp | 65.22% |
| Red River Bancshares Inc | 46.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.524 |
| Beta (5Y) | 1.122 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.43% |
| Historical Sharpe Ratio (5Y) | 0.1023 |
| Historical Sortino (5Y) | 0.1336 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.07% |