Camden National Corp (CAC)
31.88
+1.73
(+5.74%)
USD |
NASDAQ |
Apr 30, 14:52
Camden National Max Drawdown (5Y): 43.56% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 43.56% |
February 29, 2024 | 43.56% |
January 31, 2024 | 43.56% |
December 31, 2023 | 43.56% |
November 30, 2023 | 43.56% |
October 31, 2023 | 43.56% |
September 30, 2023 | 43.46% |
August 31, 2023 | 43.46% |
July 31, 2023 | 43.46% |
June 30, 2023 | 43.46% |
May 31, 2023 | 43.46% |
April 30, 2023 | 43.46% |
March 31, 2023 | 43.46% |
February 28, 2023 | 43.46% |
January 31, 2023 | 43.46% |
December 31, 2022 | 43.46% |
November 30, 2022 | 43.46% |
October 31, 2022 | 43.46% |
September 30, 2022 | 43.46% |
August 31, 2022 | 43.46% |
July 31, 2022 | 43.46% |
June 30, 2022 | 43.46% |
May 31, 2022 | 43.46% |
April 30, 2022 | 43.46% |
March 31, 2022 | 43.46% |
Date | Value |
---|---|
February 28, 2022 | 43.46% |
January 31, 2022 | 43.46% |
December 31, 2021 | 43.46% |
November 30, 2021 | 43.46% |
October 31, 2021 | 43.46% |
September 30, 2021 | 43.46% |
August 31, 2021 | 43.46% |
July 31, 2021 | 43.46% |
June 30, 2021 | 43.46% |
May 31, 2021 | 43.46% |
April 30, 2021 | 43.46% |
March 31, 2021 | 43.46% |
February 28, 2021 | 43.46% |
January 31, 2021 | 43.46% |
December 31, 2020 | 43.46% |
November 30, 2020 | 43.46% |
October 31, 2020 | 43.46% |
September 30, 2020 | 43.46% |
August 31, 2020 | 43.46% |
July 31, 2020 | 43.46% |
June 30, 2020 | 43.46% |
May 31, 2020 | 43.46% |
April 30, 2020 | 43.46% |
March 31, 2020 | 39.91% |
February 29, 2020 | 27.22% |
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
27.22%
Minimum
Apr 2019
43.56%
Maximum
Oct 2023
40.44%
Average
43.46%
Median
Apr 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) | -12.31 |
Beta (5Y) | 0.7428 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.78% |
Historical Sharpe Ratio (5Y) | -0.085 |
Historical Sortino (5Y) | -0.1203 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.70% |