Community Heritage Financial Inc (CMHF)
17.30
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Community Heritage Financial Max Drawdown (5Y): 47.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.88% |
March 31, 2024 | 47.88% |
February 29, 2024 | 47.88% |
January 31, 2024 | 47.88% |
December 31, 2023 | 47.88% |
November 30, 2023 | 47.88% |
October 31, 2023 | 47.88% |
September 30, 2023 | 47.88% |
August 31, 2023 | 47.88% |
July 31, 2023 | 47.88% |
June 30, 2023 | 47.88% |
May 31, 2023 | 47.88% |
April 30, 2023 | 41.12% |
March 31, 2023 | 41.12% |
February 28, 2023 | 41.12% |
January 31, 2023 | 41.12% |
December 31, 2022 | 41.12% |
November 30, 2022 | 41.12% |
October 31, 2022 | 41.12% |
September 30, 2022 | 41.12% |
August 31, 2022 | 41.12% |
July 31, 2022 | 41.12% |
June 30, 2022 | 41.12% |
May 31, 2022 | 41.12% |
April 30, 2022 | 41.12% |
Date | Value |
---|---|
March 31, 2022 | 41.12% |
February 28, 2022 | 41.12% |
January 31, 2022 | 41.12% |
December 31, 2021 | 41.12% |
November 30, 2021 | 41.12% |
October 31, 2021 | 41.12% |
September 30, 2021 | 41.12% |
August 31, 2021 | 41.12% |
July 31, 2021 | 41.12% |
June 30, 2021 | 41.12% |
May 31, 2021 | 41.12% |
April 30, 2021 | 41.12% |
March 31, 2021 | 41.12% |
February 28, 2021 | 41.12% |
January 31, 2021 | 41.12% |
December 31, 2020 | 41.12% |
November 30, 2020 | 41.12% |
October 31, 2020 | 41.12% |
September 30, 2020 | 41.12% |
August 31, 2020 | 41.12% |
July 31, 2020 | 41.12% |
June 30, 2020 | 39.93% |
May 31, 2020 | 39.93% |
April 30, 2020 | 39.93% |
March 31, 2020 | 39.93% |
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
25.11%
Minimum
May 2019
47.88%
Maximum
May 2023
40.48%
Average
41.12%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Credit Acceptance Corp | 56.93% |
Consumer Portfolio Services Inc | 83.83% |
IF Bancorp Inc | 47.44% |
CPI Card Group Inc | 99.04% |
Sezzle Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.221 |
Beta (5Y) | 0.181 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.37% |
Historical Sharpe Ratio (5Y) | -0.2555 |
Historical Sortino (5Y) | -0.323 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.91% |