Citizens Inc (CIA)
2.11
-0.03
(-1.40%)
USD |
NYSE |
May 03, 16:00
2.12
+0.01
(+0.47%)
After-Hours: 20:00
Citizens Max Drawdown (5Y): 80.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 80.19% |
| March 31, 2024 | 80.19% |
| February 29, 2024 | 80.19% |
| January 31, 2024 | 80.19% |
| December 31, 2023 | 80.19% |
| November 30, 2023 | 80.19% |
| October 31, 2023 | 80.19% |
| September 30, 2023 | 80.19% |
| August 31, 2023 | 80.19% |
| July 31, 2023 | 80.19% |
| June 30, 2023 | 80.19% |
| May 31, 2023 | 80.19% |
| April 30, 2023 | 78.08% |
| March 31, 2023 | 76.32% |
| February 28, 2023 | 76.32% |
| January 31, 2023 | 76.32% |
| December 31, 2022 | 76.32% |
| November 30, 2022 | 74.09% |
| October 31, 2022 | 71.21% |
| September 30, 2022 | 71.21% |
| August 31, 2022 | 71.21% |
| July 31, 2022 | 71.21% |
| June 30, 2022 | 71.21% |
| May 31, 2022 | 71.21% |
| April 30, 2022 | 65.43% |
| Date | Value |
|---|---|
| March 31, 2022 | 65.27% |
| February 28, 2022 | 65.27% |
| January 31, 2022 | 65.27% |
| December 31, 2021 | 65.27% |
| November 30, 2021 | 65.27% |
| October 31, 2021 | 65.27% |
| September 30, 2021 | 65.27% |
| August 31, 2021 | 65.27% |
| July 31, 2021 | 65.27% |
| June 30, 2021 | 65.27% |
| May 31, 2021 | 65.27% |
| April 30, 2021 | 65.27% |
| March 31, 2021 | 65.27% |
| February 28, 2021 | 65.27% |
| January 31, 2021 | 65.27% |
| December 31, 2020 | 65.27% |
| November 30, 2020 | 65.27% |
| October 31, 2020 | 65.27% |
| September 30, 2020 | 65.27% |
| August 31, 2020 | 65.27% |
| July 31, 2020 | 65.27% |
| June 30, 2020 | 65.27% |
| May 31, 2020 | 65.27% |
| April 30, 2020 | 65.27% |
| March 31, 2020 | 65.27% |
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
53.14%
Minimum
May 2019
80.19%
Maximum
May 2023
67.93%
Average
65.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Atlantic American Corp | 75.90% |
| National Western Life Group Inc | 66.42% |
| Brighthouse Financial Inc | 76.93% |
| Vericity Inc | -- |
| Abacus Life Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.80 |
| Beta (5Y) | 0.1671 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.28% |
| Historical Sharpe Ratio (5Y) | -0.4846 |
| Historical Sortino (5Y) | -0.6604 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.59% |