Citizens Financial Services Inc (CZFS)
42.77
+0.24
(+0.56%)
USD |
NASDAQ |
Jun 13, 16:00
43.01
+0.24
(+0.56%)
After-Hours: 20:00
Citizens Financial Services Max Drawdown (5Y): 55.00% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 55.00% |
April 30, 2024 | 55.00% |
March 31, 2024 | 54.13% |
February 29, 2024 | 51.16% |
January 31, 2024 | 51.16% |
December 31, 2023 | 51.16% |
November 30, 2023 | 51.16% |
October 31, 2023 | 51.16% |
September 30, 2023 | 47.11% |
August 31, 2023 | 43.04% |
July 31, 2023 | 40.57% |
June 30, 2023 | 40.57% |
May 31, 2023 | 40.57% |
April 30, 2023 | 40.57% |
March 31, 2023 | 40.57% |
February 28, 2023 | 40.57% |
January 31, 2023 | 40.57% |
December 31, 2022 | 40.57% |
November 30, 2022 | 40.57% |
October 31, 2022 | 40.57% |
September 30, 2022 | 40.57% |
August 31, 2022 | 40.57% |
July 31, 2022 | 40.57% |
June 30, 2022 | 40.57% |
May 31, 2022 | 40.57% |
Date | Value |
---|---|
April 30, 2022 | 40.57% |
March 31, 2022 | 40.57% |
February 28, 2022 | 40.57% |
January 31, 2022 | 40.57% |
December 31, 2021 | 40.57% |
November 30, 2021 | 40.57% |
October 31, 2021 | 40.57% |
September 30, 2021 | 40.57% |
August 31, 2021 | 40.57% |
July 31, 2021 | 40.57% |
June 30, 2021 | 40.57% |
May 31, 2021 | 40.57% |
April 30, 2021 | 40.57% |
March 31, 2021 | 40.57% |
February 28, 2021 | 40.57% |
January 31, 2021 | 40.57% |
December 31, 2020 | 40.57% |
November 30, 2020 | 40.57% |
October 31, 2020 | 40.57% |
September 30, 2020 | 40.57% |
August 31, 2020 | 40.57% |
July 31, 2020 | 40.57% |
June 30, 2020 | 40.57% |
May 31, 2020 | 40.57% |
April 30, 2020 | 40.57% |
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
18.39%
Minimum
Jun 2019
55.00%
Maximum
Apr 2024
38.98%
Average
40.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Union Bankshares Inc | 66.36% |
Middlefield Banc Corp | 52.45% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.44 |
Beta (5Y) | 0.4461 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.00% |
Historical Sharpe Ratio (5Y) | -0.2041 |
Historical Sortino (5Y) | -0.2591 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.25% |