Citizens Financial Services Inc (CZFS)
61.60
+2.36
(+3.98%)
USD |
NASDAQ |
Nov 05, 14:42
Citizens Financial Services Max Drawdown (5Y): 54.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.99% |
| September 30, 2024 | 54.99% |
| August 31, 2024 | 54.99% |
| July 31, 2024 | 54.99% |
| June 30, 2024 | 54.99% |
| May 31, 2024 | 54.99% |
| April 30, 2024 | 54.99% |
| March 31, 2024 | 54.12% |
| February 29, 2024 | 51.16% |
| January 31, 2024 | 51.16% |
| December 31, 2023 | 51.16% |
| November 30, 2023 | 51.16% |
| October 31, 2023 | 51.16% |
| September 30, 2023 | 47.11% |
| August 31, 2023 | 43.04% |
| July 31, 2023 | 40.57% |
| June 30, 2023 | 40.57% |
| May 31, 2023 | 40.57% |
| April 30, 2023 | 40.57% |
| March 31, 2023 | 40.57% |
| February 28, 2023 | 40.57% |
| January 31, 2023 | 40.57% |
| December 31, 2022 | 40.57% |
| November 30, 2022 | 40.57% |
| October 31, 2022 | 40.57% |
| Date | Value |
|---|---|
| September 30, 2022 | 40.57% |
| August 31, 2022 | 40.57% |
| July 31, 2022 | 40.57% |
| June 30, 2022 | 40.57% |
| May 31, 2022 | 40.57% |
| April 30, 2022 | 40.57% |
| March 31, 2022 | 40.57% |
| February 28, 2022 | 40.57% |
| January 31, 2022 | 40.57% |
| December 31, 2021 | 40.57% |
| November 30, 2021 | 40.57% |
| October 31, 2021 | 40.57% |
| September 30, 2021 | 40.57% |
| August 31, 2021 | 40.57% |
| July 31, 2021 | 40.57% |
| June 30, 2021 | 40.57% |
| May 31, 2021 | 40.57% |
| April 30, 2021 | 40.57% |
| March 31, 2021 | 40.57% |
| February 28, 2021 | 40.57% |
| January 31, 2021 | 40.57% |
| December 31, 2020 | 40.57% |
| November 30, 2020 | 40.57% |
| October 31, 2020 | 40.57% |
| September 30, 2020 | 40.57% |
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
18.34%
Minimum
Nov 2019
54.99%
Maximum
Apr 2024
42.03%
Average
40.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Fifth Third Bancorp | 64.07% |
| Independent Bank Corp | 52.59% |
| Northfield Bancorp Inc | 54.30% |
| Bank OZK | 70.41% |
| Union Bankshares Inc | 66.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.062 |
| Beta (5Y) | 0.4802 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.50% |
| Historical Sharpe Ratio (5Y) | 0.0339 |
| Historical Sortino (5Y) | 0.0467 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.25% |