Citizens Financial Corp WV (CIWV)
19.50
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
Citizens Financial Corp WV Max Drawdown (5Y): 33.84% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 33.84% |
February 29, 2024 | 33.84% |
January 31, 2024 | 33.84% |
December 31, 2023 | 33.84% |
November 30, 2023 | 33.84% |
October 31, 2023 | 33.84% |
September 30, 2023 | 33.84% |
August 31, 2023 | 33.84% |
July 31, 2023 | 33.84% |
June 30, 2023 | 33.84% |
May 31, 2023 | 33.84% |
April 30, 2023 | 33.84% |
March 31, 2023 | 33.84% |
February 28, 2023 | 33.84% |
January 31, 2023 | 33.84% |
December 31, 2022 | 33.84% |
November 30, 2022 | 33.84% |
October 31, 2022 | 33.84% |
September 30, 2022 | 33.84% |
August 31, 2022 | 33.84% |
July 31, 2022 | 33.84% |
June 30, 2022 | 33.84% |
May 31, 2022 | 33.84% |
April 30, 2022 | 33.84% |
March 31, 2022 | 33.84% |
Date | Value |
---|---|
February 28, 2022 | 33.84% |
January 31, 2022 | 33.84% |
December 31, 2021 | 33.84% |
November 30, 2021 | 33.84% |
October 31, 2021 | 33.84% |
September 30, 2021 | 33.84% |
August 31, 2021 | 33.84% |
July 31, 2021 | 33.84% |
June 30, 2021 | 33.84% |
May 31, 2021 | 33.84% |
April 30, 2021 | 33.84% |
March 31, 2021 | 33.84% |
February 28, 2021 | 33.84% |
January 31, 2021 | 33.84% |
December 31, 2020 | 33.84% |
November 30, 2020 | 33.84% |
October 31, 2020 | 33.29% |
September 30, 2020 | 30.55% |
August 31, 2020 | 29.47% |
July 31, 2020 | 29.47% |
June 30, 2020 | 29.47% |
May 31, 2020 | 29.47% |
April 30, 2020 | 29.47% |
March 31, 2020 | 26.90% |
February 29, 2020 | 21.91% |
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
15.75%
Minimum
Dec 2019
33.84%
Maximum
Nov 2020
31.60%
Average
33.84%
Median
Nov 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) | 5.408 |
Beta (5Y) | 0.2258 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.09% |
Historical Sharpe Ratio (5Y) | 0.3331 |
Historical Sortino (5Y) | 0.5515 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.81% |