ACNB Corp (ACNB)
42.46
+0.67
(+1.60%)
USD |
NASDAQ |
Nov 05, 11:22
ACNB Max Drawdown (5Y): 49.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.70% |
| September 30, 2024 | 49.70% |
| August 31, 2024 | 49.70% |
| July 31, 2024 | 49.70% |
| June 30, 2024 | 49.70% |
| May 31, 2024 | 49.70% |
| April 30, 2024 | 49.70% |
| March 31, 2024 | 49.70% |
| February 29, 2024 | 49.70% |
| January 31, 2024 | 49.70% |
| December 31, 2023 | 49.70% |
| November 30, 2023 | 49.70% |
| October 31, 2023 | 49.70% |
| September 30, 2023 | 49.70% |
| August 31, 2023 | 49.70% |
| July 31, 2023 | 49.70% |
| June 30, 2023 | 49.70% |
| May 31, 2023 | 49.70% |
| April 30, 2023 | 49.70% |
| March 31, 2023 | 49.70% |
| February 28, 2023 | 49.70% |
| January 31, 2023 | 49.70% |
| December 31, 2022 | 49.70% |
| November 30, 2022 | 49.70% |
| October 31, 2022 | 49.70% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.70% |
| August 31, 2022 | 49.70% |
| July 31, 2022 | 49.70% |
| June 30, 2022 | 49.70% |
| May 31, 2022 | 49.70% |
| April 30, 2022 | 49.70% |
| March 31, 2022 | 49.70% |
| February 28, 2022 | 49.70% |
| January 31, 2022 | 49.70% |
| December 31, 2021 | 49.70% |
| November 30, 2021 | 49.70% |
| October 31, 2021 | 49.70% |
| September 30, 2021 | 49.70% |
| August 31, 2021 | 49.70% |
| July 31, 2021 | 49.70% |
| June 30, 2021 | 49.70% |
| May 31, 2021 | 49.70% |
| April 30, 2021 | 49.70% |
| March 31, 2021 | 49.70% |
| February 28, 2021 | 49.70% |
| January 31, 2021 | 49.70% |
| December 31, 2020 | 49.70% |
| November 30, 2020 | 49.70% |
| October 31, 2020 | 49.70% |
| September 30, 2020 | 49.70% |
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
19.08%
Minimum
Nov 2019
49.70%
Maximum
Sep 2020
47.59%
Average
49.70%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Wesbanco Inc | 61.57% |
| First Bancorp Inc | 39.85% |
| ChoiceOne Financial Services Inc | 49.04% |
| Fidelity D & D Bancorp Inc | 55.74% |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.100 |
| Beta (5Y) | 0.6063 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.14% |
| Historical Sharpe Ratio (5Y) | 0.1385 |
| Historical Sortino (5Y) | 0.2236 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.17% |