Community Bank System Inc (CBU)
44.31
+1.09
(+2.52%)
USD |
NYSE |
May 01, 16:00
44.32
+0.01
(+0.02%)
Pre-Market: 20:00
Community Bank System Max Drawdown (5Y): 51.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.06% |
March 31, 2024 | 51.06% |
February 29, 2024 | 51.06% |
January 31, 2024 | 51.06% |
December 31, 2023 | 51.06% |
November 30, 2023 | 51.06% |
October 31, 2023 | 51.06% |
September 30, 2023 | 47.03% |
August 31, 2023 | 42.83% |
July 31, 2023 | 42.83% |
June 30, 2023 | 42.65% |
May 31, 2023 | 42.65% |
April 30, 2023 | 41.00% |
March 31, 2023 | 34.12% |
February 28, 2023 | 31.84% |
January 31, 2023 | 31.84% |
December 31, 2022 | 31.84% |
November 30, 2022 | 31.84% |
October 31, 2022 | 31.84% |
September 30, 2022 | 31.84% |
August 31, 2022 | 31.84% |
July 31, 2022 | 31.84% |
June 30, 2022 | 31.84% |
May 31, 2022 | 31.84% |
April 30, 2022 | 31.84% |
Date | Value |
---|---|
March 31, 2022 | 31.84% |
February 28, 2022 | 31.84% |
January 31, 2022 | 31.84% |
December 31, 2021 | 31.84% |
November 30, 2021 | 31.84% |
October 31, 2021 | 31.84% |
September 30, 2021 | 31.84% |
August 31, 2021 | 31.84% |
July 31, 2021 | 31.84% |
June 30, 2021 | 31.84% |
May 31, 2021 | 31.84% |
April 30, 2021 | 31.84% |
March 31, 2021 | 31.84% |
February 28, 2021 | 31.84% |
January 31, 2021 | 31.84% |
December 31, 2020 | 31.84% |
November 30, 2020 | 31.84% |
October 31, 2020 | 31.84% |
September 30, 2020 | 31.84% |
August 31, 2020 | 31.84% |
July 31, 2020 | 31.84% |
June 30, 2020 | 31.84% |
May 31, 2020 | 31.84% |
April 30, 2020 | 31.84% |
March 31, 2020 | 31.84% |
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
20.32%
Minimum
May 2019
51.06%
Maximum
Oct 2023
33.33%
Average
31.84%
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) | -15.05 |
Beta (5Y) | 0.6636 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.38% |
Historical Sharpe Ratio (5Y) | -0.2903 |
Historical Sortino (5Y) | -0.5024 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.88% |