Commercial International Bank - Egypt CIB (CIBEY)
1.52
-0.02
(-1.30%)
USD |
OTCM |
May 16, 16:00
Commercial International Bank - Egypt CIB Max Drawdown (5Y): 58.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 58.93% |
| March 31, 2024 | 58.93% |
| February 29, 2024 | 58.93% |
| January 31, 2024 | 58.93% |
| December 31, 2023 | 58.93% |
| November 30, 2023 | 58.93% |
| October 31, 2023 | 58.93% |
| September 30, 2023 | 58.93% |
| August 31, 2023 | 58.93% |
| July 31, 2023 | 58.93% |
| June 30, 2023 | 58.93% |
| May 31, 2023 | 58.93% |
| April 30, 2023 | 58.93% |
| March 31, 2023 | 58.93% |
| February 28, 2023 | 58.93% |
| January 31, 2023 | 58.93% |
| December 31, 2022 | 58.93% |
| November 30, 2022 | 58.93% |
| October 31, 2022 | 58.93% |
| September 30, 2022 | 58.93% |
| August 31, 2022 | 58.93% |
| July 31, 2022 | 58.93% |
| June 30, 2022 | 58.67% |
| May 31, 2022 | 48.92% |
| April 30, 2022 | 47.38% |
| Date | Value |
|---|---|
| March 31, 2022 | 44.08% |
| February 28, 2022 | 44.08% |
| January 31, 2022 | 44.08% |
| December 31, 2021 | 44.08% |
| November 30, 2021 | 44.08% |
| October 31, 2021 | 44.08% |
| September 30, 2021 | 44.08% |
| August 31, 2021 | 44.08% |
| July 31, 2021 | 44.08% |
| June 30, 2021 | 44.08% |
| May 31, 2021 | 44.08% |
| April 30, 2021 | 44.08% |
| March 31, 2021 | 44.08% |
| February 28, 2021 | 44.08% |
| January 31, 2021 | 44.08% |
| December 31, 2020 | 44.08% |
| November 30, 2020 | 44.08% |
| October 31, 2020 | 44.08% |
| September 30, 2020 | 44.08% |
| August 31, 2020 | 44.08% |
| July 31, 2020 | 44.08% |
| June 30, 2020 | 44.08% |
| May 31, 2020 | 44.08% |
| April 30, 2020 | 44.08% |
| March 31, 2020 | 44.08% |
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
42.22%
Minimum
May 2019
58.93%
Maximum
Jul 2022
49.59%
Average
44.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Income Opportunity Realty Investors Inc | 44.53% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.27 |
| Beta (5Y) | 1.169 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.71% |
| Historical Sharpe Ratio (5Y) | -0.1778 |
| Historical Sortino (5Y) | -0.2985 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.11% |