Cashmere Valley Bank (CSHX)
49.59
-0.18
(-0.36%)
USD |
OTCM |
May 31, 16:00
Cashmere Valley Bank Max Drawdown (5Y): 43.47% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 43.47% |
April 30, 2024 | 43.47% |
March 31, 2024 | 43.47% |
February 29, 2024 | 43.47% |
January 31, 2024 | 43.47% |
December 31, 2023 | 43.47% |
November 30, 2023 | 43.47% |
October 31, 2023 | 43.47% |
September 30, 2023 | 43.47% |
August 31, 2023 | 43.47% |
July 31, 2023 | 43.47% |
June 30, 2023 | 43.47% |
May 31, 2023 | 43.47% |
April 30, 2023 | 42.30% |
March 31, 2023 | 42.30% |
February 28, 2023 | 42.30% |
January 31, 2023 | 42.30% |
December 31, 2022 | 42.30% |
November 30, 2022 | 42.30% |
October 31, 2022 | 42.30% |
September 30, 2022 | 42.30% |
August 31, 2022 | 42.30% |
July 31, 2022 | 42.30% |
June 30, 2022 | 42.30% |
May 31, 2022 | 42.30% |
Date | Value |
---|---|
April 30, 2022 | 42.30% |
March 31, 2022 | 42.30% |
February 28, 2022 | 42.30% |
January 31, 2022 | 42.30% |
December 31, 2021 | 42.30% |
November 30, 2021 | 42.30% |
October 31, 2021 | 42.30% |
September 30, 2021 | 42.30% |
August 31, 2021 | 42.30% |
July 31, 2021 | 42.30% |
June 30, 2021 | 42.30% |
May 31, 2021 | 42.30% |
April 30, 2021 | 42.30% |
March 31, 2021 | 42.30% |
February 28, 2021 | 42.30% |
January 31, 2021 | 42.30% |
December 31, 2020 | 42.30% |
November 30, 2020 | 42.30% |
October 31, 2020 | 42.30% |
September 30, 2020 | 42.30% |
August 31, 2020 | 42.30% |
July 31, 2020 | 42.30% |
June 30, 2020 | 42.30% |
May 31, 2020 | 42.30% |
April 30, 2020 | 42.30% |
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
25.01%
Minimum
Jun 2019
43.47%
Maximum
May 2023
39.96%
Average
42.30%
Median
Mar 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) | -8.259 |
Beta (5Y) | 0.446 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.79% |
Historical Sharpe Ratio (5Y) | -0.0942 |
Historical Sortino (5Y) | -0.1108 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.48% |