Citizens Holding Co (CIZN)
7.76
0.00 (0.00%)
USD |
OTCM |
May 03, 15:46
Citizens Max Drawdown (5Y): 69.31% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 69.31% |
| March 31, 2024 | 69.31% |
| February 29, 2024 | 69.31% |
| January 31, 2024 | 69.31% |
| December 31, 2023 | 69.31% |
| November 30, 2023 | 57.15% |
| October 31, 2023 | 57.15% |
| September 30, 2023 | 57.15% |
| August 31, 2023 | 56.75% |
| July 31, 2023 | 49.92% |
| June 30, 2023 | 49.92% |
| May 31, 2023 | 49.84% |
| April 30, 2023 | 49.84% |
| March 31, 2023 | 49.84% |
| February 28, 2023 | 48.94% |
| January 31, 2023 | 48.94% |
| December 31, 2022 | 48.94% |
| November 30, 2022 | 44.55% |
| October 31, 2022 | 41.46% |
| September 30, 2022 | 38.66% |
| August 31, 2022 | 35.05% |
| July 31, 2022 | 35.05% |
| June 30, 2022 | 35.05% |
| May 31, 2022 | 35.05% |
| April 30, 2022 | 35.05% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.05% |
| February 28, 2022 | 35.05% |
| January 31, 2022 | 35.05% |
| December 31, 2021 | 35.05% |
| November 30, 2021 | 35.05% |
| October 31, 2021 | 35.05% |
| September 30, 2021 | 35.05% |
| August 31, 2021 | 35.05% |
| July 31, 2021 | 35.05% |
| June 30, 2021 | 31.54% |
| May 31, 2021 | 31.54% |
| April 30, 2021 | 28.91% |
| March 31, 2021 | 28.83% |
| February 28, 2021 | 28.83% |
| January 31, 2021 | 28.83% |
| December 31, 2020 | 27.79% |
| November 30, 2020 | 27.79% |
| October 31, 2020 | 27.79% |
| September 30, 2020 | 27.79% |
| August 31, 2020 | 25.22% |
| July 31, 2020 | 25.22% |
| June 30, 2020 | 25.22% |
| May 31, 2020 | 25.22% |
| April 30, 2020 | 25.22% |
| March 31, 2020 | 25.22% |
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
21.24%
Minimum
May 2019
69.31%
Maximum
Dec 2023
37.33%
Average
35.05%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| Ledyard Financial Group Inc | 47.79% |
| First Resource Bancorp Inc | 48.12% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.73 |
| Beta (5Y) | -0.001 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.47% |
| Historical Sharpe Ratio (5Y) | -0.6432 |
| Historical Sortino (5Y) | -0.827 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.12% |