Westamerica Bancorp (WABC)
47.44
+0.23
(+0.49%)
USD |
NASDAQ |
Apr 26, 16:00
47.46
+0.02
(+0.04%)
After-Hours: 20:00
Westamerica Bancorp Max Drawdown (5Y): 40.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 40.80% |
| February 29, 2024 | 40.80% |
| January 31, 2024 | 40.80% |
| December 31, 2023 | 40.80% |
| November 30, 2023 | 40.80% |
| October 31, 2023 | 40.80% |
| September 30, 2023 | 40.80% |
| August 31, 2023 | 40.80% |
| July 31, 2023 | 40.80% |
| June 30, 2023 | 40.80% |
| May 31, 2023 | 40.80% |
| April 30, 2023 | 37.13% |
| March 31, 2023 | 30.48% |
| February 28, 2023 | 30.48% |
| January 31, 2023 | 30.48% |
| December 31, 2022 | 30.48% |
| November 30, 2022 | 30.48% |
| October 31, 2022 | 30.48% |
| September 30, 2022 | 30.48% |
| August 31, 2022 | 30.48% |
| July 31, 2022 | 30.48% |
| June 30, 2022 | 30.48% |
| May 31, 2022 | 30.48% |
| April 30, 2022 | 30.48% |
| March 31, 2022 | 30.48% |
| Date | Value |
|---|---|
| February 28, 2022 | 30.48% |
| January 31, 2022 | 30.48% |
| December 31, 2021 | 30.48% |
| November 30, 2021 | 30.48% |
| October 31, 2021 | 30.48% |
| September 30, 2021 | 30.48% |
| August 31, 2021 | 30.48% |
| July 31, 2021 | 30.48% |
| June 30, 2021 | 30.48% |
| May 31, 2021 | 30.48% |
| April 30, 2021 | 30.48% |
| March 31, 2021 | 30.48% |
| February 28, 2021 | 30.48% |
| January 31, 2021 | 30.48% |
| December 31, 2020 | 30.48% |
| November 30, 2020 | 30.48% |
| October 31, 2020 | 30.48% |
| September 30, 2020 | 30.48% |
| August 31, 2020 | 30.48% |
| July 31, 2020 | 30.48% |
| June 30, 2020 | 30.48% |
| May 31, 2020 | 30.48% |
| April 30, 2020 | 30.48% |
| March 31, 2020 | 30.48% |
| February 29, 2020 | 24.06% |
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
24.06%
Minimum
Nov 2019
40.80%
Maximum
May 2023
31.53%
Average
30.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 44.54% |
| Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.99 |
| Beta (5Y) | 0.5583 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.78% |
| Historical Sharpe Ratio (5Y) | -0.1381 |
| Historical Sortino (5Y) | -0.2196 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.43% |