Peoples Financial Services Corp (PFIS)
52.31
-0.19
(-0.36%)
USD |
NASDAQ |
Nov 13, 16:00
52.58
+0.27
(+0.52%)
Pre-Market: 20:00
Peoples Financial Services Max Drawdown (5Y): 42.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.95% |
| September 30, 2024 | 42.95% |
| August 31, 2024 | 42.95% |
| July 31, 2024 | 42.95% |
| June 30, 2024 | 42.95% |
| May 31, 2024 | 42.95% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
34.54%
Minimum
Nov 2019
42.95%
Maximum
May 2020
42.23%
Average
42.95%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Central Pacific Financial Corp | 58.71% |
| Flushing Financial Corp | 67.05% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.305 |
| Beta (5Y) | 0.5034 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.94% |
| Historical Sharpe Ratio (5Y) | 0.0072 |
| Historical Sortino (5Y) | 0.0116 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.27% |