Westamerica Bancorp (WABC)
50.63
-0.87
(-1.69%)
USD |
NASDAQ |
Nov 04, 16:00
50.39
-0.24
(-0.47%)
After-Hours: 20:00
Westamerica Bancorp Max Drawdown (5Y): 40.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 40.80% |
September 30, 2024 | 40.80% |
August 31, 2024 | 40.80% |
July 31, 2024 | 40.80% |
June 30, 2024 | 40.80% |
May 31, 2024 | 40.80% |
April 30, 2024 | 40.80% |
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% |
Date | Value |
---|---|
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% |
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% |
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
33.26%
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 | 47.80% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.18 |
Beta (5Y) | 0.5383 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.55% |
Historical Sharpe Ratio (5Y) | -0.1536 |
Historical Sortino (5Y) | -0.2541 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.43% |