ChoiceOne Financial Services Inc (COFS)
36.79
+0.29
(+0.79%)
USD |
NASDAQ |
Nov 22, 15:39
ChoiceOne Financial Services Max Drawdown (5Y): 49.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.04% |
| September 30, 2024 | 49.04% |
| August 31, 2024 | 49.04% |
| July 31, 2024 | 49.04% |
| June 30, 2024 | 49.04% |
| May 31, 2024 | 49.04% |
| April 30, 2024 | 49.04% |
| March 31, 2024 | 49.04% |
| February 29, 2024 | 49.04% |
| January 31, 2024 | 49.04% |
| December 31, 2023 | 49.04% |
| November 30, 2023 | 49.04% |
| October 31, 2023 | 49.04% |
| September 30, 2023 | 49.04% |
| August 31, 2023 | 49.04% |
| July 31, 2023 | 49.04% |
| June 30, 2023 | 49.04% |
| May 31, 2023 | 49.04% |
| April 30, 2023 | 49.04% |
| March 31, 2023 | 49.04% |
| February 28, 2023 | 49.04% |
| January 31, 2023 | 49.04% |
| December 31, 2022 | 49.04% |
| November 30, 2022 | 49.04% |
| October 31, 2022 | 49.04% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.04% |
| August 31, 2022 | 49.04% |
| July 31, 2022 | 49.04% |
| June 30, 2022 | 49.04% |
| May 31, 2022 | 49.04% |
| April 30, 2022 | 49.04% |
| March 31, 2022 | 49.04% |
| February 28, 2022 | 49.04% |
| January 31, 2022 | 49.04% |
| December 31, 2021 | 49.04% |
| November 30, 2021 | 49.04% |
| October 31, 2021 | 49.04% |
| September 30, 2021 | 49.04% |
| August 31, 2021 | 49.04% |
| July 31, 2021 | 49.04% |
| June 30, 2021 | 49.04% |
| May 31, 2021 | 49.04% |
| April 30, 2021 | 49.04% |
| March 31, 2021 | 49.04% |
| February 28, 2021 | 49.04% |
| January 31, 2021 | 49.04% |
| December 31, 2020 | 49.04% |
| November 30, 2020 | 49.04% |
| October 31, 2020 | 49.04% |
| September 30, 2020 | 49.04% |
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
17.17%
Minimum
Nov 2019
49.04%
Maximum
Mar 2020
46.92%
Average
49.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Union Bankshares Inc | 66.36% |
| Citizens Financial Services Inc | 54.99% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.074 |
| Beta (5Y) | 0.6158 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.72% |
| Historical Sharpe Ratio (5Y) | 0.1001 |
| Historical Sortino (5Y) | 0.1514 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.33% |