Chemung Financial Corp (CHMG)
47.28
-0.03
(-0.06%)
USD |
NASDAQ |
Nov 04, 16:00
47.40
+0.12
(+0.25%)
After-Hours: 20:00
Chemung Financial Max Drawdown (5Y): 55.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 55.13% |
September 30, 2024 | 55.13% |
August 31, 2024 | 55.13% |
July 31, 2024 | 55.13% |
June 30, 2024 | 55.13% |
May 31, 2024 | 55.13% |
April 30, 2024 | 55.13% |
March 31, 2024 | 55.13% |
February 29, 2024 | 55.13% |
January 31, 2024 | 55.13% |
December 31, 2023 | 55.13% |
November 30, 2023 | 55.13% |
October 31, 2023 | 55.13% |
September 30, 2023 | 55.13% |
August 31, 2023 | 55.13% |
July 31, 2023 | 55.13% |
June 30, 2023 | 55.13% |
May 31, 2023 | 55.13% |
April 30, 2023 | 55.13% |
March 31, 2023 | 55.13% |
February 28, 2023 | 55.13% |
January 31, 2023 | 55.13% |
December 31, 2022 | 55.13% |
November 30, 2022 | 55.13% |
October 31, 2022 | 55.13% |
Date | Value |
---|---|
September 30, 2022 | 55.13% |
August 31, 2022 | 55.13% |
July 31, 2022 | 55.13% |
June 30, 2022 | 55.13% |
May 31, 2022 | 55.13% |
April 30, 2022 | 55.13% |
March 31, 2022 | 55.13% |
February 28, 2022 | 55.13% |
January 31, 2022 | 55.13% |
December 31, 2021 | 55.13% |
November 30, 2021 | 55.13% |
October 31, 2021 | 55.13% |
September 30, 2021 | 55.13% |
August 31, 2021 | 55.13% |
July 31, 2021 | 55.13% |
June 30, 2021 | 55.13% |
May 31, 2021 | 55.13% |
April 30, 2021 | 55.13% |
March 31, 2021 | 55.13% |
February 28, 2021 | 55.13% |
January 31, 2021 | 55.13% |
December 31, 2020 | 55.13% |
November 30, 2020 | 55.13% |
October 31, 2020 | 55.13% |
September 30, 2020 | 55.13% |
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
27.44%
Minimum
Nov 2019
55.13%
Maximum
Mar 2020
53.34%
Average
55.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ameris Bancorp | 67.21% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.049 |
Beta (5Y) | 0.1522 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.65% |
Historical Sharpe Ratio (5Y) | 0.1016 |
Historical Sortino (5Y) | 0.1423 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.69% |