Auburn National Bancorp Inc (AUBN)
23.14
-0.74
(-3.11%)
USD |
NASDAQ |
Dec 10, 12:09
Auburn National Bancorp Max Drawdown (5Y): 69.43% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 69.43% |
| October 31, 2024 | 69.43% |
| September 30, 2024 | 69.43% |
| August 31, 2024 | 69.43% |
| July 31, 2024 | 69.43% |
| June 30, 2024 | 69.43% |
| May 31, 2024 | 69.43% |
| April 30, 2024 | 69.43% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Dec 2019
69.43%
Maximum
Apr 2024
61.93%
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 | 47.80% |
| Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.37 |
| Beta (5Y) | 0.5606 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.24% |
| Historical Sharpe Ratio (5Y) | -0.3375 |
| Historical Sortino (5Y) | -0.4717 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.93% |