Auburn National Bancorp Inc (AUBN)
17.00
-0.17
(-0.99%)
USD |
NASDAQ |
Apr 25, 16:00
17.00
0.00 (0.00%)
After-Hours: 20:00
Auburn National Bancorp Max Drawdown (5Y): 67.15% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 67.15% |
| February 29, 2024 | 67.15% |
| January 31, 2024 | 67.15% |
| December 31, 2023 | 67.15% |
| November 30, 2023 | 67.15% |
| October 31, 2023 | 67.15% |
| September 30, 2023 | 67.15% |
| August 31, 2023 | 67.15% |
| July 31, 2023 | 67.15% |
| June 30, 2023 | 67.15% |
| May 31, 2023 | 63.94% |
| April 30, 2023 | 62.77% |
| March 31, 2023 | 62.77% |
| February 28, 2023 | 62.77% |
| January 31, 2023 | 62.77% |
| December 31, 2022 | 62.77% |
| November 30, 2022 | 62.77% |
| October 31, 2022 | 62.77% |
| September 30, 2022 | 61.17% |
| August 31, 2022 | 59.60% |
| July 31, 2022 | 59.60% |
| June 30, 2022 | 59.60% |
| May 31, 2022 | 59.60% |
| April 30, 2022 | 59.60% |
| March 31, 2022 | 59.60% |
| Date | Value |
|---|---|
| February 28, 2022 | 59.60% |
| January 31, 2022 | 59.60% |
| December 31, 2021 | 59.60% |
| November 30, 2021 | 59.60% |
| October 31, 2021 | 59.60% |
| September 30, 2021 | 59.60% |
| August 31, 2021 | 59.60% |
| July 31, 2021 | 59.60% |
| June 30, 2021 | 59.60% |
| May 31, 2021 | 59.60% |
| April 30, 2021 | 59.60% |
| March 31, 2021 | 59.60% |
| February 28, 2021 | 59.60% |
| January 31, 2021 | 59.60% |
| December 31, 2020 | 59.60% |
| November 30, 2020 | 59.60% |
| October 31, 2020 | 59.60% |
| September 30, 2020 | 59.60% |
| August 31, 2020 | 59.60% |
| July 31, 2020 | 59.60% |
| June 30, 2020 | 59.60% |
| May 31, 2020 | 59.60% |
| April 30, 2020 | 59.60% |
| March 31, 2020 | 59.60% |
| February 29, 2020 | 45.39% |
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
45.39%
Minimum
Apr 2019
67.15%
Maximum
Jun 2023
58.72%
Average
59.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 44.54% |
| Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.80 |
| Beta (5Y) | 0.4951 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.49% |
| Historical Sharpe Ratio (5Y) | -0.3576 |
| Historical Sortino (5Y) | -0.5265 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.36% |