Madison County Financial Inc (MCBK)
21.51
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
Madison County Financial Max Drawdown (5Y): 48.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 48.48% |
| March 31, 2024 | 48.48% |
| February 29, 2024 | 48.48% |
| January 31, 2024 | 48.48% |
| December 31, 2023 | 48.48% |
| November 30, 2023 | 48.48% |
| October 31, 2023 | 47.86% |
| September 30, 2023 | 47.86% |
| August 31, 2023 | 47.86% |
| July 31, 2023 | 47.86% |
| June 30, 2023 | 47.86% |
| May 31, 2023 | 47.86% |
| April 30, 2023 | 34.85% |
| March 31, 2023 | 34.85% |
| February 28, 2023 | 34.85% |
| January 31, 2023 | 34.85% |
| December 31, 2022 | 34.85% |
| November 30, 2022 | 34.85% |
| October 31, 2022 | 34.85% |
| September 30, 2022 | 34.85% |
| August 31, 2022 | 34.85% |
| July 31, 2022 | 34.85% |
| June 30, 2022 | 34.85% |
| May 31, 2022 | 34.85% |
| April 30, 2022 | 34.85% |
| Date | Value |
|---|---|
| March 31, 2022 | 34.85% |
| February 28, 2022 | 34.85% |
| January 31, 2022 | 34.85% |
| December 31, 2021 | 34.85% |
| November 30, 2021 | 34.85% |
| October 31, 2021 | 34.85% |
| September 30, 2021 | 34.85% |
| August 31, 2021 | 34.85% |
| July 31, 2021 | 34.85% |
| June 30, 2021 | 34.85% |
| May 31, 2021 | 34.85% |
| April 30, 2021 | 34.85% |
| March 31, 2021 | 34.85% |
| February 28, 2021 | 34.85% |
| January 31, 2021 | 34.85% |
| December 31, 2020 | 34.85% |
| November 30, 2020 | 34.48% |
| October 31, 2020 | 30.41% |
| September 30, 2020 | 20.34% |
| August 31, 2020 | 20.34% |
| July 31, 2020 | 20.34% |
| June 30, 2020 | 20.34% |
| May 31, 2020 | 20.34% |
| April 30, 2020 | 20.34% |
| March 31, 2020 | 19.22% |
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
19.22%
Minimum
May 2019
48.48%
Maximum
Nov 2023
33.12%
Average
34.85%
Median
Dec 2020
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) | -5.495 |
| Beta (5Y) | 0.1536 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.45% |
| Historical Sharpe Ratio (5Y) | -0.2051 |
| Historical Sortino (5Y) | -0.2765 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.41% |