ChoiceOne Financial Services Inc (COFS)
25.35
+0.25
(+1.00%)
USD |
NASDAQ |
May 01, 12:21
ChoiceOne Financial Services Max Drawdown (5Y): 49.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 49.04% |
July 31, 2020 | 49.04% |
June 30, 2020 | 49.04% |
May 31, 2020 | 49.04% |
April 30, 2020 | 49.04% |
March 31, 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
May 2019
49.04%
Maximum
Mar 2020
43.73%
Average
49.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Independent Bank Corp (Ionia MI) | 61.76% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.936 |
Beta (5Y) | 0.5636 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.83% |
Historical Sharpe Ratio (5Y) | 0.0091 |
Historical Sortino (5Y) | 0.0133 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.33% |