Codorus Valley Bancorp Inc (DELISTED) (CVLY:DL)
24.04
+1.14
(+4.98%)
USD |
NASDAQ |
Jun 28, 16:00
Codorus Valley Bancorp Max Drawdown (5Y): 60.77% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 60.77% |
May 31, 2024 | 60.77% |
April 30, 2024 | 60.77% |
March 31, 2024 | 60.77% |
February 29, 2024 | 60.77% |
January 31, 2024 | 60.77% |
December 31, 2023 | 60.77% |
November 30, 2023 | 60.77% |
October 31, 2023 | 60.77% |
September 30, 2023 | 60.77% |
August 31, 2023 | 60.77% |
July 31, 2023 | 60.77% |
June 30, 2023 | 60.77% |
May 31, 2023 | 60.77% |
April 30, 2023 | 60.77% |
March 31, 2023 | 60.77% |
February 28, 2023 | 60.77% |
January 31, 2023 | 60.77% |
December 31, 2022 | 60.77% |
November 30, 2022 | 60.77% |
October 31, 2022 | 60.77% |
September 30, 2022 | 60.77% |
August 31, 2022 | 60.77% |
July 31, 2022 | 60.77% |
June 30, 2022 | 60.77% |
Date | Value |
---|---|
May 31, 2022 | 60.77% |
April 30, 2022 | 60.77% |
March 31, 2022 | 60.77% |
February 28, 2022 | 60.77% |
January 31, 2022 | 60.77% |
December 31, 2021 | 60.77% |
November 30, 2021 | 60.77% |
October 31, 2021 | 60.77% |
September 30, 2021 | 60.77% |
August 31, 2021 | 60.77% |
July 31, 2021 | 60.77% |
June 30, 2021 | 60.77% |
May 31, 2021 | 60.77% |
April 30, 2021 | 60.77% |
March 31, 2021 | 60.77% |
February 28, 2021 | 60.77% |
January 31, 2021 | 60.77% |
December 31, 2020 | 60.77% |
November 30, 2020 | 60.77% |
October 31, 2020 | 60.77% |
September 30, 2020 | 60.77% |
August 31, 2020 | 60.77% |
July 31, 2020 | 60.77% |
June 30, 2020 | 60.77% |
May 31, 2020 | 60.77% |
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
34.23%
Minimum
Oct 2019
60.77%
Maximum
May 2020
58.21%
Average
60.77%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Orrstown Financial Services Inc | 54.68% |
First Western Financial Inc | 60.78% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.483 |
Beta (5Y) | 0.5548 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.76% |
Historical Sharpe Ratio (5Y) | 0.0816 |
Historical Sortino (5Y) | 0.1192 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.58% |