ACNB Corp (ACNB)
31.57
-0.40
(-1.25%)
USD |
NASDAQ |
May 31, 16:00
31.38
-0.19
(-0.60%)
After-Hours: 20:00
ACNB Max Drawdown (5Y): 49.70% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 49.70% |
April 30, 2024 | 49.70% |
March 31, 2024 | 49.70% |
February 29, 2024 | 49.70% |
January 31, 2024 | 49.70% |
December 31, 2023 | 49.70% |
November 30, 2023 | 49.70% |
October 31, 2023 | 49.70% |
September 30, 2023 | 49.70% |
August 31, 2023 | 49.70% |
July 31, 2023 | 49.70% |
June 30, 2023 | 49.70% |
May 31, 2023 | 49.70% |
April 30, 2023 | 49.70% |
March 31, 2023 | 49.70% |
February 28, 2023 | 49.70% |
January 31, 2023 | 49.70% |
December 31, 2022 | 49.70% |
November 30, 2022 | 49.70% |
October 31, 2022 | 49.70% |
September 30, 2022 | 49.70% |
August 31, 2022 | 49.70% |
July 31, 2022 | 49.70% |
June 30, 2022 | 49.70% |
May 31, 2022 | 49.70% |
Date | Value |
---|---|
April 30, 2022 | 49.70% |
March 31, 2022 | 49.70% |
February 28, 2022 | 49.70% |
January 31, 2022 | 49.70% |
December 31, 2021 | 49.70% |
November 30, 2021 | 49.70% |
October 31, 2021 | 49.70% |
September 30, 2021 | 49.70% |
August 31, 2021 | 49.70% |
July 31, 2021 | 49.70% |
June 30, 2021 | 49.70% |
May 31, 2021 | 49.70% |
April 30, 2021 | 49.70% |
March 31, 2021 | 49.70% |
February 28, 2021 | 49.70% |
January 31, 2021 | 49.70% |
December 31, 2020 | 49.70% |
November 30, 2020 | 49.70% |
October 31, 2020 | 49.70% |
September 30, 2020 | 49.70% |
August 31, 2020 | 48.41% |
July 31, 2020 | 48.41% |
June 30, 2020 | 48.41% |
May 31, 2020 | 48.41% |
April 30, 2020 | 48.41% |
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
18.41%
Minimum
Jun 2019
49.70%
Maximum
Sep 2020
45.01%
Average
49.70%
Median
Sep 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) | -9.657 |
Beta (5Y) | 0.6221 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.94% |
Historical Sharpe Ratio (5Y) | -0.0344 |
Historical Sortino (5Y) | -0.0542 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.17% |