Calvin B. Taylor Bankshares Inc (TYCB)
44.00
0.00 (0.00%)
USD |
OTCM |
May 13, 16:00
Calvin B. Taylor Bankshares Max Drawdown (5Y): 23.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 23.75% |
March 31, 2024 | 23.75% |
February 29, 2024 | 23.75% |
January 31, 2024 | 23.75% |
December 31, 2023 | 23.75% |
November 30, 2023 | 23.75% |
October 31, 2023 | 23.75% |
September 30, 2023 | 23.75% |
August 31, 2023 | 23.75% |
July 31, 2023 | 23.75% |
June 30, 2023 | 23.75% |
May 31, 2023 | 23.75% |
April 30, 2023 | 23.75% |
March 31, 2023 | 23.75% |
February 28, 2023 | 23.75% |
January 31, 2023 | 23.75% |
December 31, 2022 | 23.75% |
November 30, 2022 | 23.75% |
October 31, 2022 | 23.75% |
September 30, 2022 | 23.75% |
August 31, 2022 | 23.75% |
July 31, 2022 | 23.75% |
June 30, 2022 | 23.75% |
May 31, 2022 | 23.75% |
April 30, 2022 | 23.75% |
Date | Value |
---|---|
March 31, 2022 | 23.75% |
February 28, 2022 | 23.75% |
January 31, 2022 | 23.75% |
December 31, 2021 | 23.75% |
November 30, 2021 | 23.75% |
October 31, 2021 | 23.75% |
September 30, 2021 | 23.75% |
August 31, 2021 | 23.75% |
July 31, 2021 | 23.75% |
June 30, 2021 | 23.75% |
May 31, 2021 | 23.75% |
April 30, 2021 | 23.75% |
March 31, 2021 | 23.75% |
February 28, 2021 | 23.75% |
January 31, 2021 | 23.75% |
December 31, 2020 | 23.75% |
November 30, 2020 | 23.75% |
October 31, 2020 | 23.75% |
September 30, 2020 | 23.75% |
August 31, 2020 | 23.75% |
July 31, 2020 | 23.75% |
June 30, 2020 | 23.75% |
May 31, 2020 | 23.75% |
April 30, 2020 | 23.49% |
March 31, 2020 | 19.09% |
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
17.57%
Minimum
Jul 2019
23.75%
Maximum
May 2020
22.65%
Average
23.75%
Median
May 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) | 7.281 |
Beta (5Y) | -0.0644 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.81% |
Historical Sharpe Ratio (5Y) | 0.4433 |
Historical Sortino (5Y) | 0.6893 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.93% |