Jeffersonville Bancorp (JFBC)
19.25
0.00 (0.00%)
USD |
OTCM |
Sep 27, 16:00
Jeffersonville Bancorp Max Drawdown (5Y): 35.32% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 35.32% |
July 31, 2024 | 35.32% |
June 30, 2024 | 35.32% |
May 31, 2024 | 35.32% |
April 30, 2024 | 35.32% |
March 31, 2024 | 35.32% |
February 29, 2024 | 35.32% |
January 31, 2024 | 35.32% |
December 31, 2023 | 35.32% |
November 30, 2023 | 35.32% |
October 31, 2023 | 35.32% |
September 30, 2023 | 35.32% |
August 31, 2023 | 35.32% |
July 31, 2023 | 35.32% |
June 30, 2023 | 35.32% |
May 31, 2023 | 35.32% |
April 30, 2023 | 35.32% |
March 31, 2023 | 35.32% |
February 28, 2023 | 35.32% |
January 31, 2023 | 35.32% |
December 31, 2022 | 35.32% |
November 30, 2022 | 35.32% |
October 31, 2022 | 35.32% |
September 30, 2022 | 35.32% |
August 31, 2022 | 35.32% |
Date | Value |
---|---|
July 31, 2022 | 35.32% |
June 30, 2022 | 35.32% |
May 31, 2022 | 35.32% |
April 30, 2022 | 35.32% |
March 31, 2022 | 35.32% |
February 28, 2022 | 35.32% |
January 31, 2022 | 35.32% |
December 31, 2021 | 35.32% |
November 30, 2021 | 35.32% |
October 31, 2021 | 35.32% |
September 30, 2021 | 35.32% |
August 31, 2021 | 35.32% |
July 31, 2021 | 35.32% |
June 30, 2021 | 35.32% |
May 31, 2021 | 35.32% |
April 30, 2021 | 35.32% |
March 31, 2021 | 35.32% |
February 28, 2021 | 35.32% |
January 31, 2021 | 35.32% |
December 31, 2020 | 35.32% |
November 30, 2020 | 35.32% |
October 31, 2020 | 35.32% |
September 30, 2020 | 35.32% |
August 31, 2020 | 35.32% |
July 31, 2020 | 35.32% |
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
22.21%
Minimum
Sep 2019
35.32%
Maximum
Jul 2020
33.98%
Average
35.32%
Median
Jul 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) | 0.5119 |
Beta (5Y) | 0.3437 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.30% |
Historical Sharpe Ratio (5Y) | 0.2057 |
Historical Sortino (5Y) | 0.2999 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.93% |