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Pacific Premier Bancorp Inc
PPBIAdd to Watchlist
24.490USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
2.38BMarket Cap
16.38P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.15
VaR
+3.45%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--
Return
Best Daily Return
60 days
+6.66%
120 days
+7.12%
5 years
+15.58%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-1.64
120 days
-1.14
5 years
-0.24
Risk Assessment
Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-12.77
3 years
-15.44
5 years
-16.38
Volatility
Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-85.95%
240 days
-85.95%
Maximum Daily Upside Volatility
60 days
+209.74%
Maximum Daily Downside Volatility
60 days
+203.77%
Liquidity
Average Turnover Rate
60 days
+1.38%
120 days
+1.20%
5 years
--
Turnover Deviation
20 days
+169.04%
60 days
+90.30%
120 days
+65.92%
