Citizens Inc (CIA)
4.77
-0.03
(-0.62%)
USD |
NYSE |
Nov 22, 09:34
Citizens Max Drawdown (5Y): 80.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.19% |
| September 30, 2024 | 80.19% |
| August 31, 2024 | 80.19% |
| July 31, 2024 | 80.19% |
| June 30, 2024 | 80.19% |
| May 31, 2024 | 80.19% |
| April 30, 2024 | 80.19% |
| March 31, 2024 | 80.19% |
| February 29, 2024 | 80.19% |
| January 31, 2024 | 80.19% |
| December 31, 2023 | 80.19% |
| November 30, 2023 | 80.19% |
| October 31, 2023 | 80.19% |
| September 30, 2023 | 80.19% |
| August 31, 2023 | 80.19% |
| July 31, 2023 | 80.19% |
| June 30, 2023 | 80.19% |
| May 31, 2023 | 80.19% |
| April 30, 2023 | 78.08% |
| March 31, 2023 | 76.32% |
| February 28, 2023 | 76.32% |
| January 31, 2023 | 76.32% |
| December 31, 2022 | 76.32% |
| November 30, 2022 | 74.45% |
| October 31, 2022 | 71.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.21% |
| August 31, 2022 | 71.21% |
| July 31, 2022 | 71.21% |
| June 30, 2022 | 71.21% |
| May 31, 2022 | 71.21% |
| April 30, 2022 | 65.43% |
| March 31, 2022 | 65.27% |
| February 28, 2022 | 65.27% |
| January 31, 2022 | 65.27% |
| December 31, 2021 | 65.27% |
| November 30, 2021 | 65.27% |
| October 31, 2021 | 65.27% |
| September 30, 2021 | 65.27% |
| August 31, 2021 | 65.27% |
| July 31, 2021 | 65.27% |
| June 30, 2021 | 65.27% |
| May 31, 2021 | 65.27% |
| April 30, 2021 | 65.27% |
| March 31, 2021 | 65.27% |
| February 28, 2021 | 65.27% |
| January 31, 2021 | 65.27% |
| December 31, 2020 | 65.27% |
| November 30, 2020 | 65.27% |
| October 31, 2020 | 65.27% |
| September 30, 2020 | 65.27% |
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
53.14%
Minimum
Nov 2019
80.19%
Maximum
May 2023
70.64%
Average
68.32%
Median
Max Drawdown (5Y) Benchmarks
| Atlantic American Corp | 77.42% |
| Genworth Financial Inc | 73.98% |
| Lincoln National Corp | 79.20% |
| Brighthouse Financial Inc | 76.93% |
| Abacus Life Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.40 |
| Beta (5Y) | 0.1098 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.79% |
| Historical Sharpe Ratio (5Y) | -0.1669 |
| Historical Sortino (5Y) | -0.2676 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.59% |