Civista Bancshares Inc (CIVB)
13.80
-0.06
(-0.43%)
USD |
NASDAQ |
Jun 14, 16:00
13.77
-0.03
(-0.22%)
After-Hours: 20:00
Civista Bancshares Max Drawdown (5Y): 53.27% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 53.27% |
April 30, 2024 | 53.27% |
March 31, 2024 | 53.27% |
February 29, 2024 | 53.27% |
January 31, 2024 | 53.27% |
December 31, 2023 | 53.27% |
November 30, 2023 | 53.27% |
October 31, 2023 | 53.27% |
September 30, 2023 | 53.27% |
August 31, 2023 | 53.27% |
July 31, 2023 | 53.27% |
June 30, 2023 | 53.27% |
May 31, 2023 | 53.27% |
April 30, 2023 | 53.27% |
March 31, 2023 | 53.27% |
February 28, 2023 | 53.27% |
January 31, 2023 | 53.27% |
December 31, 2022 | 53.27% |
November 30, 2022 | 53.27% |
October 31, 2022 | 53.27% |
September 30, 2022 | 53.27% |
August 31, 2022 | 53.27% |
July 31, 2022 | 53.27% |
June 30, 2022 | 53.27% |
May 31, 2022 | 53.27% |
Date | Value |
---|---|
April 30, 2022 | 53.27% |
March 31, 2022 | 53.27% |
February 28, 2022 | 53.27% |
January 31, 2022 | 53.27% |
December 31, 2021 | 53.27% |
November 30, 2021 | 53.27% |
October 31, 2021 | 53.27% |
September 30, 2021 | 53.27% |
August 31, 2021 | 53.27% |
July 31, 2021 | 53.27% |
June 30, 2021 | 53.27% |
May 31, 2021 | 53.27% |
April 30, 2021 | 53.27% |
March 31, 2021 | 53.27% |
February 28, 2021 | 53.27% |
January 31, 2021 | 53.27% |
December 31, 2020 | 53.27% |
November 30, 2020 | 53.27% |
October 31, 2020 | 53.27% |
September 30, 2020 | 53.27% |
August 31, 2020 | 50.32% |
July 31, 2020 | 50.32% |
June 30, 2020 | 50.32% |
May 31, 2020 | 50.32% |
April 30, 2020 | 50.32% |
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
35.96%
Minimum
Jun 2019
53.27%
Maximum
Sep 2020
50.34%
Average
53.27%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
C&F Financial Corp | 54.43% |
Huntington Bancshares Inc | 55.00% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.44 |
Beta (5Y) | 0.8077 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.61% |
Historical Sharpe Ratio (5Y) | -0.2333 |
Historical Sortino (5Y) | -0.3087 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.07% |