TriCo Bancshares (TCBK)
37.19
+1.48
(+4.14%)
USD |
NASDAQ |
May 02, 16:00
37.19
0.00 (0.00%)
After-Hours: 18:08
TriCo Bancshares Max Drawdown (5Y): 48.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 48.84% |
| March 31, 2024 | 48.84% |
| February 29, 2024 | 48.84% |
| January 31, 2024 | 48.84% |
| December 31, 2023 | 48.84% |
| November 30, 2023 | 48.84% |
| October 31, 2023 | 48.84% |
| September 30, 2023 | 48.84% |
| August 31, 2023 | 48.84% |
| July 31, 2023 | 48.84% |
| June 30, 2023 | 48.84% |
| May 31, 2023 | 48.84% |
| April 30, 2023 | 42.22% |
| March 31, 2023 | 42.22% |
| February 28, 2023 | 42.22% |
| January 31, 2023 | 42.22% |
| December 31, 2022 | 42.22% |
| November 30, 2022 | 42.22% |
| October 31, 2022 | 42.22% |
| September 30, 2022 | 42.22% |
| August 31, 2022 | 42.22% |
| July 31, 2022 | 42.22% |
| June 30, 2022 | 42.22% |
| May 31, 2022 | 42.22% |
| April 30, 2022 | 42.22% |
| Date | Value |
|---|---|
| March 31, 2022 | 42.22% |
| February 28, 2022 | 42.22% |
| January 31, 2022 | 42.22% |
| December 31, 2021 | 42.22% |
| November 30, 2021 | 42.22% |
| October 31, 2021 | 42.22% |
| September 30, 2021 | 42.22% |
| August 31, 2021 | 42.22% |
| July 31, 2021 | 42.22% |
| June 30, 2021 | 42.22% |
| May 31, 2021 | 42.22% |
| April 30, 2021 | 42.22% |
| March 31, 2021 | 42.22% |
| February 28, 2021 | 42.22% |
| January 31, 2021 | 42.22% |
| December 31, 2020 | 42.22% |
| November 30, 2020 | 42.22% |
| October 31, 2020 | 42.22% |
| September 30, 2020 | 42.22% |
| August 31, 2020 | 40.80% |
| July 31, 2020 | 40.80% |
| June 30, 2020 | 40.80% |
| May 31, 2020 | 40.80% |
| April 30, 2020 | 40.58% |
| March 31, 2020 | 40.58% |
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
24.70%
Minimum
May 2019
48.84%
Maximum
May 2023
40.47%
Average
42.22%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| First Merchants Corp | 53.02% |
| Fulton Financial Corp | 49.38% |
| Mercantile Bank Corp | 52.14% |
| Peoples Bancorp Inc (Marietta OH) | 48.97% |
| Southside Bancshares Inc | 39.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.175 |
| Beta (5Y) | 0.5433 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.48% |
| Historical Sharpe Ratio (5Y) | -0.0615 |
| Historical Sortino (5Y) | -0.1065 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.02% |