Tri City Bankshares Corp (TRCY)
10.75
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Tri City Bankshares Max Drawdown (5Y): 51.43% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 51.43% |
April 30, 2024 | 49.83% |
March 31, 2024 | 48.63% |
February 29, 2024 | 48.63% |
January 31, 2024 | 48.63% |
December 31, 2023 | 48.63% |
November 30, 2023 | 48.63% |
October 31, 2023 | 46.95% |
September 30, 2023 | 46.95% |
August 31, 2023 | 46.95% |
July 31, 2023 | 46.95% |
June 30, 2023 | 46.95% |
May 31, 2023 | 46.95% |
April 30, 2023 | 41.41% |
March 31, 2023 | 40.12% |
February 28, 2023 | 38.58% |
January 31, 2023 | 38.58% |
December 31, 2022 | 38.58% |
November 30, 2022 | 38.58% |
October 31, 2022 | 38.58% |
September 30, 2022 | 38.58% |
August 31, 2022 | 38.58% |
July 31, 2022 | 38.58% |
June 30, 2022 | 38.58% |
May 31, 2022 | 38.58% |
Date | Value |
---|---|
April 30, 2022 | 38.58% |
March 31, 2022 | 38.58% |
February 28, 2022 | 38.58% |
January 31, 2022 | 38.58% |
December 31, 2021 | 38.58% |
November 30, 2021 | 38.58% |
October 31, 2021 | 38.58% |
September 30, 2021 | 38.58% |
August 31, 2021 | 38.58% |
July 31, 2021 | 38.58% |
June 30, 2021 | 38.58% |
May 31, 2021 | 38.58% |
April 30, 2021 | 38.58% |
March 31, 2021 | 38.58% |
February 28, 2021 | 38.58% |
January 31, 2021 | 38.58% |
December 31, 2020 | 38.58% |
November 30, 2020 | 38.58% |
October 31, 2020 | 38.58% |
September 30, 2020 | 38.58% |
August 31, 2020 | 38.58% |
July 31, 2020 | 38.58% |
June 30, 2020 | 38.58% |
May 31, 2020 | 38.58% |
April 30, 2020 | 38.58% |
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
23.60%
Minimum
Jun 2019
51.43%
Maximum
May 2024
38.46%
Average
38.58%
Median
Apr 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) | -17.52 |
Beta (5Y) | 0.4182 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.93% |
Historical Sharpe Ratio (5Y) | -0.5914 |
Historical Sortino (5Y) | -0.7965 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.15% |