Community Bankers Corp (CTYP)
6.21
0.00 (0.00%)
USD |
OTCM |
May 02, 14:34
Community Bankers Max Drawdown (5Y): 46.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 46.00% |
| March 31, 2024 | 46.00% |
| February 29, 2024 | 46.00% |
| January 31, 2024 | 46.00% |
| December 31, 2023 | 46.00% |
| November 30, 2023 | 46.00% |
| October 31, 2023 | 46.00% |
| September 30, 2023 | 46.00% |
| August 31, 2023 | 46.00% |
| July 31, 2023 | 46.00% |
| June 30, 2023 | 46.00% |
| May 31, 2023 | 46.00% |
| April 30, 2023 | 45.27% |
| March 31, 2023 | 44.44% |
| February 28, 2023 | 39.87% |
| January 31, 2023 | 39.87% |
| December 31, 2022 | 39.87% |
| November 30, 2022 | 39.87% |
| October 31, 2022 | 39.87% |
| September 30, 2022 | 39.87% |
| August 31, 2022 | 39.87% |
| July 31, 2022 | 39.87% |
| June 30, 2022 | 39.87% |
| May 31, 2022 | 39.87% |
| April 30, 2022 | 39.87% |
| Date | Value |
|---|---|
| March 31, 2022 | 39.87% |
| February 28, 2022 | 39.87% |
| January 31, 2022 | 39.87% |
| December 31, 2021 | 39.87% |
| November 30, 2021 | 39.87% |
| October 31, 2021 | 39.87% |
| September 30, 2021 | 39.87% |
| August 31, 2021 | 39.87% |
| July 31, 2021 | 39.87% |
| June 30, 2021 | 39.87% |
| May 31, 2021 | 39.87% |
| April 30, 2021 | 39.87% |
| March 31, 2021 | 39.87% |
| February 28, 2021 | 39.87% |
| January 31, 2021 | 39.87% |
| December 31, 2020 | 39.87% |
| November 30, 2020 | 39.87% |
| October 31, 2020 | 39.87% |
| September 30, 2020 | 39.87% |
| August 31, 2020 | 39.87% |
| July 31, 2020 | 39.87% |
| June 30, 2020 | 39.87% |
| May 31, 2020 | 28.51% |
| April 30, 2020 | 28.51% |
| March 31, 2020 | 28.51% |
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
28.51%
Minimum
May 2019
46.00%
Maximum
May 2023
38.80%
Average
39.87%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| PRA Group Inc | 75.60% |
| Medallion Financial Corp | 85.52% |
| Federal Agricultural Mortgage Corp | 49.43% |
| Horizon Technology Finance Corp | 60.35% |
| Enova International Inc | 77.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8376 |
| Beta (5Y) | -0.4028 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.07% |
| Historical Sharpe Ratio (5Y) | -0.1175 |
| Historical Sortino (5Y) | -0.1928 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.24% |