CNB Community Bancorp Inc (CNBB)
33.12
+0.01
(+0.03%)
USD |
OTCM |
May 31, 16:00
CNB Community Bancorp Max Drawdown (5Y): 32.68% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 32.68% |
| April 30, 2024 | 32.68% |
| March 31, 2024 | 32.68% |
| February 29, 2024 | 32.68% |
| January 31, 2024 | 32.68% |
| December 31, 2023 | 32.68% |
| November 30, 2023 | 32.68% |
| October 31, 2023 | 32.68% |
| September 30, 2023 | 32.68% |
| August 31, 2023 | 32.68% |
| July 31, 2023 | 32.68% |
| June 30, 2023 | 32.68% |
| May 31, 2023 | 32.68% |
| April 30, 2023 | 31.49% |
| March 31, 2023 | 31.49% |
| February 28, 2023 | 31.49% |
| January 31, 2023 | 31.49% |
| December 31, 2022 | 31.49% |
| November 30, 2022 | 31.49% |
| October 31, 2022 | 31.49% |
| September 30, 2022 | 31.49% |
| August 31, 2022 | 31.49% |
| July 31, 2022 | 31.49% |
| June 30, 2022 | 30.46% |
| May 31, 2022 | 30.46% |
| Date | Value |
|---|---|
| April 30, 2022 | 30.46% |
| March 31, 2022 | 30.46% |
| February 28, 2022 | 30.46% |
| January 31, 2022 | 30.46% |
| December 31, 2021 | 30.46% |
| November 30, 2021 | 30.46% |
| October 31, 2021 | 30.46% |
| September 30, 2021 | 30.46% |
| August 31, 2021 | 30.46% |
| July 31, 2021 | 30.46% |
| June 30, 2021 | 30.46% |
| May 31, 2021 | 30.46% |
| April 30, 2021 | 30.46% |
| March 31, 2021 | 30.46% |
| February 28, 2021 | 30.46% |
| January 31, 2021 | 30.46% |
| December 31, 2020 | 30.46% |
| November 30, 2020 | 30.46% |
| October 31, 2020 | 30.46% |
| September 30, 2020 | 30.46% |
| August 31, 2020 | 30.46% |
| July 31, 2020 | 30.46% |
| June 30, 2020 | 30.46% |
| May 31, 2020 | 29.00% |
| April 30, 2020 | 29.00% |
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
19.23%
Minimum
Jun 2019
32.68%
Maximum
May 2023
29.35%
Average
30.46%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 47.80% |
| Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.226 |
| Beta (5Y) | 0.307 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.30% |
| Historical Sharpe Ratio (5Y) | -0.001 |
| Historical Sortino (5Y) | -0.0012 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.26% |