Community Trust Bancorp Inc (CTBI)
41.89
-0.14
(-0.33%)
USD |
NASDAQ |
Apr 30, 16:00
42.02
+0.13
(+0.31%)
After-Hours: 20:00
Community Trust Bancorp Max Drawdown (5Y): 42.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.95% |
March 31, 2024 | 42.95% |
February 29, 2024 | 42.95% |
January 31, 2024 | 42.95% |
December 31, 2023 | 42.95% |
November 30, 2023 | 42.95% |
October 31, 2023 | 42.95% |
September 30, 2023 | 42.95% |
August 31, 2023 | 42.95% |
July 31, 2023 | 42.95% |
June 30, 2023 | 42.95% |
May 31, 2023 | 42.95% |
April 30, 2023 | 42.95% |
March 31, 2023 | 42.95% |
February 28, 2023 | 42.95% |
January 31, 2023 | 42.95% |
December 31, 2022 | 42.95% |
November 30, 2022 | 42.95% |
October 31, 2022 | 42.95% |
September 30, 2022 | 42.95% |
August 31, 2022 | 42.95% |
July 31, 2022 | 42.95% |
June 30, 2022 | 42.95% |
May 31, 2022 | 42.95% |
April 30, 2022 | 42.95% |
Date | Value |
---|---|
March 31, 2022 | 42.95% |
February 28, 2022 | 42.95% |
January 31, 2022 | 42.95% |
December 31, 2021 | 42.95% |
November 30, 2021 | 42.95% |
October 31, 2021 | 42.95% |
September 30, 2021 | 42.95% |
August 31, 2021 | 42.95% |
July 31, 2021 | 42.95% |
June 30, 2021 | 42.95% |
May 31, 2021 | 42.95% |
April 30, 2021 | 42.95% |
March 31, 2021 | 42.95% |
February 28, 2021 | 42.95% |
January 31, 2021 | 42.95% |
December 31, 2020 | 42.95% |
November 30, 2020 | 42.95% |
October 31, 2020 | 42.95% |
September 30, 2020 | 42.95% |
August 31, 2020 | 42.95% |
July 31, 2020 | 42.95% |
June 30, 2020 | 42.95% |
May 31, 2020 | 42.95% |
April 30, 2020 | 40.84% |
March 31, 2020 | 40.84% |
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
27.69%
Minimum
May 2019
42.95%
Maximum
May 2020
40.34%
Average
42.95%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Pinnacle Financial Partners Inc | 57.42% |
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) | -5.556 |
Beta (5Y) | 0.6789 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.06% |
Historical Sharpe Ratio (5Y) | 0.0802 |
Historical Sortino (5Y) | 0.1198 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.12% |