Texas Capital Bancshares, Inc. (TCBI)
93.94
+0.59
(+0.63%)
USD |
NASDAQ |
Dec 04, 16:00
93.94
0.00 (0.00%)
After-Hours: 20:00
Texas Capital Bancshares Max Drawdown (5Y): 57.25% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| BOK Financial Corp. | 42.75% |
| M&T Bank Corp. | 40.69% |
| First Horizon Corp. (Tennessee) | 60.76% |
| S&T Bancorp, Inc. | 48.90% |
| Valley National Bancorp | 53.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.396 |
| Beta (5Y) | 0.6826 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.59% |
| Historical Sharpe Ratio (5Y) | 0.2047 |
| Historical Sortino (5Y) | 0.3457 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.17% |