Muncy Columbia Financial Corp (CCFN)
31.25
+0.30
(+0.97%)
USD |
OTCM |
May 02, 15:30
Muncy Columbia Financial Max Drawdown (5Y): 48.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.15% |
March 31, 2024 | 48.15% |
February 29, 2024 | 48.15% |
January 31, 2024 | 43.62% |
December 31, 2023 | 43.62% |
November 30, 2023 | 43.62% |
October 31, 2023 | 43.62% |
September 30, 2023 | 43.62% |
August 31, 2023 | 43.62% |
July 31, 2023 | 43.62% |
June 30, 2023 | 43.62% |
May 31, 2023 | 43.62% |
April 30, 2023 | 43.62% |
March 31, 2023 | 43.62% |
February 28, 2023 | 43.62% |
January 31, 2023 | 43.62% |
December 31, 2022 | 43.62% |
November 30, 2022 | 43.62% |
October 31, 2022 | 43.62% |
September 30, 2022 | 43.62% |
August 31, 2022 | 43.62% |
July 31, 2022 | 43.62% |
June 30, 2022 | 43.62% |
May 31, 2022 | 43.62% |
April 30, 2022 | 43.62% |
Date | Value |
---|---|
March 31, 2022 | 43.62% |
February 28, 2022 | 43.62% |
January 31, 2022 | 43.62% |
December 31, 2021 | 43.62% |
November 30, 2021 | 43.62% |
October 31, 2021 | 43.62% |
September 30, 2021 | 43.62% |
August 31, 2021 | 43.62% |
July 31, 2021 | 43.62% |
June 30, 2021 | 43.62% |
May 31, 2021 | 43.62% |
April 30, 2021 | 43.62% |
March 31, 2021 | 43.62% |
February 28, 2021 | 43.62% |
January 31, 2021 | 43.62% |
December 31, 2020 | 43.62% |
November 30, 2020 | 43.62% |
October 31, 2020 | 43.62% |
September 30, 2020 | 43.62% |
August 31, 2020 | 43.62% |
July 31, 2020 | 43.62% |
June 30, 2020 | 43.62% |
May 31, 2020 | 43.62% |
April 30, 2020 | 43.62% |
March 31, 2020 | 43.62% |
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
17.14%
Minimum
May 2019
48.15%
Maximum
Feb 2024
39.44%
Average
43.62%
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) | -9.512 |
Beta (5Y) | 0.1759 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.29% |
Historical Sharpe Ratio (5Y) | -0.3109 |
Historical Sortino (5Y) | -0.4208 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.82% |