Penns Woods Bancorp Inc (PWOD)
30.13
+0.29
(+0.97%)
USD |
NASDAQ |
Nov 21, 16:00
30.22
+0.10
(+0.32%)
After-Hours: 20:00
Penns Woods Bancorp Max Drawdown (5Y): 45.81% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.81% |
| September 30, 2024 | 45.81% |
| August 31, 2024 | 45.81% |
| July 31, 2024 | 45.81% |
| June 30, 2024 | 45.81% |
| May 31, 2024 | 45.81% |
| April 30, 2024 | 45.81% |
| March 31, 2024 | 45.81% |
| February 29, 2024 | 45.81% |
| January 31, 2024 | 45.81% |
| December 31, 2023 | 45.81% |
| November 30, 2023 | 45.81% |
| October 31, 2023 | 45.81% |
| September 30, 2023 | 45.81% |
| August 31, 2023 | 45.81% |
| July 31, 2023 | 45.81% |
| June 30, 2023 | 45.81% |
| May 31, 2023 | 45.81% |
| April 30, 2023 | 45.81% |
| March 31, 2023 | 45.81% |
| February 28, 2023 | 45.81% |
| January 31, 2023 | 45.81% |
| December 31, 2022 | 45.81% |
| November 30, 2022 | 45.81% |
| October 31, 2022 | 45.81% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.81% |
| August 31, 2022 | 45.81% |
| July 31, 2022 | 45.81% |
| June 30, 2022 | 45.81% |
| May 31, 2022 | 45.81% |
| April 30, 2022 | 45.81% |
| March 31, 2022 | 45.81% |
| February 28, 2022 | 45.81% |
| January 31, 2022 | 45.81% |
| December 31, 2021 | 45.81% |
| November 30, 2021 | 45.81% |
| October 31, 2021 | 45.81% |
| September 30, 2021 | 45.81% |
| August 31, 2021 | 45.81% |
| July 31, 2021 | 45.81% |
| June 30, 2021 | 45.81% |
| May 31, 2021 | 45.81% |
| April 30, 2021 | 45.81% |
| March 31, 2021 | 45.81% |
| February 28, 2021 | 45.81% |
| January 31, 2021 | 45.81% |
| December 31, 2020 | 45.81% |
| November 30, 2020 | 45.81% |
| October 31, 2020 | 45.81% |
| September 30, 2020 | 45.81% |
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
27.11%
Minimum
Nov 2019
45.81%
Maximum
Mar 2020
44.57%
Average
45.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Columbia Banking System Inc | 64.35% |
| Union Bankshares Inc | 66.36% |
| Valley National Bancorp | 53.93% |
| Zions Bancorp NA | 72.22% |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.117 |
| Beta (5Y) | 0.4374 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.71% |
| Historical Sharpe Ratio (5Y) | 0.0184 |
| Historical Sortino (5Y) | 0.0249 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.14% |