CF Bankshares Inc (CFBK)
18.37
-0.06
(-0.33%)
USD |
NASDAQ |
May 07, 16:00
18.37
0.00 (0.00%)
After-Hours: 20:00
CF Bankshares Max Drawdown (5Y): 44.46% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 44.46% |
| March 31, 2024 | 44.46% |
| February 29, 2024 | 44.46% |
| January 31, 2024 | 44.46% |
| December 31, 2023 | 44.46% |
| November 30, 2023 | 44.46% |
| October 31, 2023 | 44.46% |
| September 30, 2023 | 44.46% |
| August 31, 2023 | 44.46% |
| July 31, 2023 | 44.46% |
| June 30, 2023 | 44.46% |
| May 31, 2023 | 44.46% |
| April 30, 2023 | 44.46% |
| March 31, 2023 | 44.46% |
| February 28, 2023 | 44.46% |
| January 31, 2023 | 44.46% |
| December 31, 2022 | 44.46% |
| November 30, 2022 | 44.46% |
| October 31, 2022 | 44.46% |
| September 30, 2022 | 44.46% |
| August 31, 2022 | 44.46% |
| July 31, 2022 | 44.46% |
| June 30, 2022 | 44.46% |
| May 31, 2022 | 44.46% |
| April 30, 2022 | 44.46% |
| Date | Value |
|---|---|
| March 31, 2022 | 44.46% |
| February 28, 2022 | 44.46% |
| January 31, 2022 | 44.46% |
| December 31, 2021 | 44.46% |
| November 30, 2021 | 44.46% |
| October 31, 2021 | 67.40% |
| September 30, 2021 | 70.80% |
| August 31, 2021 | 72.40% |
| July 31, 2021 | 72.40% |
| June 30, 2021 | 73.60% |
| May 31, 2021 | 73.80% |
| April 30, 2021 | 74.29% |
| March 31, 2021 | 75.62% |
| February 28, 2021 | 75.62% |
| January 31, 2021 | 75.62% |
| December 31, 2020 | 84.67% |
| November 30, 2020 | 84.67% |
| October 31, 2020 | 85.07% |
| September 30, 2020 | 85.24% |
| August 31, 2020 | 86.43% |
| July 31, 2020 | 86.53% |
| June 30, 2020 | 86.53% |
| May 31, 2020 | 86.73% |
| April 30, 2020 | 87.14% |
| March 31, 2020 | 87.44% |
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
44.46%
Minimum
Nov 2021
89.30%
Maximum
May 2019
63.39%
Average
55.93%
Median
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) | 0.7508 |
| Beta (5Y) | 0.5347 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.05% |
| Historical Sharpe Ratio (5Y) | 0.231 |
| Historical Sortino (5Y) | 0.3203 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.38% |