California First Leasing Corp (CFNB)
24.00
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
California First Leasing Max Drawdown (5Y): 27.61% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 27.61% |
| August 31, 2024 | 27.61% |
| July 31, 2024 | 27.61% |
| June 30, 2024 | 27.61% |
| May 31, 2024 | 27.61% |
| April 30, 2024 | 27.61% |
| March 31, 2024 | 27.61% |
| February 29, 2024 | 27.61% |
| January 31, 2024 | 27.61% |
| December 31, 2023 | 27.61% |
| November 30, 2023 | 27.61% |
| October 31, 2023 | 27.61% |
| September 30, 2023 | 27.61% |
| August 31, 2023 | 27.61% |
| July 31, 2023 | 27.61% |
| June 30, 2023 | 27.61% |
| May 31, 2023 | 27.61% |
| April 30, 2023 | 27.61% |
| March 31, 2023 | 27.61% |
| February 28, 2023 | 27.61% |
| January 31, 2023 | 27.61% |
| December 31, 2022 | 27.61% |
| November 30, 2022 | 27.61% |
| October 31, 2022 | 27.61% |
| September 30, 2022 | 27.61% |
| Date | Value |
|---|---|
| August 31, 2022 | 31.09% |
| July 31, 2022 | 31.09% |
| June 30, 2022 | 31.09% |
| May 31, 2022 | 31.09% |
| April 30, 2022 | 31.09% |
| March 31, 2022 | 31.09% |
| February 28, 2022 | 31.09% |
| January 31, 2022 | 31.09% |
| December 31, 2021 | 31.09% |
| November 30, 2021 | 31.09% |
| October 31, 2021 | 31.09% |
| September 30, 2021 | 31.09% |
| August 31, 2021 | 31.09% |
| July 31, 2021 | 31.09% |
| June 30, 2021 | 31.09% |
| May 31, 2021 | 31.09% |
| April 30, 2021 | 31.09% |
| March 31, 2021 | 31.09% |
| February 28, 2021 | 31.09% |
| January 31, 2021 | 31.09% |
| December 31, 2020 | 31.09% |
| November 30, 2020 | 31.09% |
| October 31, 2020 | 31.09% |
| September 30, 2020 | 31.09% |
| August 31, 2020 | 31.09% |
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
27.61%
Minimum
Sep 2022
31.09%
Maximum
Nov 2019
29.61%
Average
31.09%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| TransUnion | 64.92% |
| CV Holdings Inc | 98.73% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| The Marygold Companies Inc | 83.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7515 |
| Beta (5Y) | 0.2303 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.11% |
| Historical Sharpe Ratio (5Y) | 0.2763 |
| Historical Sortino (5Y) | 0.3613 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.01% |