SOUTHERN CALIFORNIA BANCORP
Free full Seasonality data:
BCAL vs SPY 1 Year Daily ReturnsBCAL has a beta of 0.86. In the past year, BCAL has been less volatile than the S&P500.
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BCAL Historical BetaSince 2024-07-16, the beta for BCAL changed by +0.39 and had an average of 0.67.
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BCAL Sharpe RatioBCAL has a 1 year sharpe of 0.45 which is +0.11 compared to the S&P500.
Display:
1y
Timeframe:
1y
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BCAL Daily P/L Normal DistributionBCAL has a P/L mean of 0.1% and a std dev of 1.87%. A daily 1σ move is between $16.03 and $16.64.
Timeframe:
1y
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BCAL 1 Year DrawdownBCAL had a max drawdown of 32.26% in the previous year.
1y
BCAL Yearly Drawdown DurationBCAL has an average drawdown duration of 23.44 days every year.