Susquehanna Community Financial Inc (SQCF)
10.60
-0.18
(-1.66%)
USD |
OTCM |
Jun 28, 16:00
Susquehanna Community Financial Max Drawdown (5Y): 50.48% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 50.48% |
April 30, 2024 | 50.48% |
March 31, 2024 | 50.48% |
February 29, 2024 | 50.48% |
January 31, 2024 | 50.48% |
December 31, 2023 | 50.48% |
November 30, 2023 | 50.48% |
October 31, 2023 | 44.15% |
September 30, 2023 | 44.15% |
August 31, 2023 | 44.15% |
July 31, 2023 | 44.15% |
June 30, 2023 | 44.15% |
May 31, 2023 | 44.15% |
April 30, 2023 | 34.49% |
March 31, 2023 | 34.49% |
February 28, 2023 | 34.49% |
January 31, 2023 | 34.49% |
December 31, 2022 | 34.49% |
November 30, 2022 | 34.49% |
October 31, 2022 | 34.49% |
September 30, 2022 | 34.49% |
August 31, 2022 | 34.49% |
July 31, 2022 | 34.49% |
June 30, 2022 | 34.49% |
May 31, 2022 | 34.49% |
Date | Value |
---|---|
April 30, 2022 | 34.49% |
March 31, 2022 | 34.49% |
February 28, 2022 | 34.49% |
January 31, 2022 | 34.49% |
December 31, 2021 | 34.49% |
November 30, 2021 | 34.49% |
October 31, 2021 | 34.49% |
September 30, 2021 | 34.49% |
August 31, 2021 | 34.49% |
July 31, 2021 | 34.49% |
June 30, 2021 | 34.49% |
May 31, 2021 | 34.49% |
April 30, 2021 | 34.49% |
March 31, 2021 | 34.49% |
February 28, 2021 | 34.49% |
January 31, 2021 | 34.49% |
December 31, 2020 | 34.49% |
November 30, 2020 | 34.49% |
October 31, 2020 | 34.49% |
September 30, 2020 | 34.49% |
August 31, 2020 | 34.49% |
July 31, 2020 | 34.49% |
June 30, 2020 | 34.49% |
May 31, 2020 | 34.49% |
April 30, 2020 | 34.49% |
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
34.49%
Minimum
Jun 2019
50.48%
Maximum
Nov 2023
37.33%
Average
34.49%
Median
Jun 2019
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) | -7.928 |
Beta (5Y) | 0.236 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.98% |
Historical Sharpe Ratio (5Y) | -0.2136 |
Historical Sortino (5Y) | -0.2781 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.71% |