Tri County Financial Group Inc (TYFG)
39.50
-0.50
(-1.25%)
USD |
OTCM |
Jun 21, 16:00
Tri County Financial Group Max Drawdown (5Y): 31.97% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 31.97% |
| April 30, 2024 | 31.97% |
| March 31, 2024 | 31.97% |
| February 29, 2024 | 31.97% |
| January 31, 2024 | 31.97% |
| December 31, 2023 | 31.97% |
| November 30, 2023 | 31.97% |
| October 31, 2023 | 31.97% |
| September 30, 2023 | 31.97% |
| August 31, 2023 | 31.97% |
| July 31, 2023 | 31.97% |
| June 30, 2023 | 31.97% |
| May 31, 2023 | 31.97% |
| April 30, 2023 | 31.97% |
| March 31, 2023 | 31.97% |
| February 28, 2023 | 31.97% |
| January 31, 2023 | 31.97% |
| December 31, 2022 | 31.97% |
| November 30, 2022 | 31.97% |
| October 31, 2022 | 31.97% |
| September 30, 2022 | 31.97% |
| August 31, 2022 | 31.97% |
| July 31, 2022 | 31.97% |
| June 30, 2022 | 31.97% |
| May 31, 2022 | 31.97% |
| Date | Value |
|---|---|
| April 30, 2022 | 31.97% |
| March 31, 2022 | 31.97% |
| February 28, 2022 | 31.97% |
| January 31, 2022 | 31.97% |
| December 31, 2021 | 31.97% |
| November 30, 2021 | 31.97% |
| October 31, 2021 | 31.97% |
| September 30, 2021 | 34.52% |
| August 31, 2021 | 34.52% |
| July 31, 2021 | 36.79% |
| June 30, 2021 | 40.81% |
| May 31, 2021 | 43.33% |
| April 30, 2021 | 44.34% |
| March 31, 2021 | 44.34% |
| February 28, 2021 | 44.34% |
| January 31, 2021 | 44.34% |
| December 31, 2020 | 44.34% |
| November 30, 2020 | 44.34% |
| October 31, 2020 | 44.34% |
| September 30, 2020 | 44.34% |
| August 31, 2020 | 44.34% |
| July 31, 2020 | 44.34% |
| June 30, 2020 | 44.34% |
| May 31, 2020 | 44.34% |
| April 30, 2020 | 44.34% |
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
31.97%
Minimum
Oct 2021
44.34%
Maximum
Jun 2019
37.21%
Average
31.97%
Median
Oct 2021
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) | -4.609 |
| Beta (5Y) | 0.272 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.70% |
| Historical Sharpe Ratio (5Y) | -0.0562 |
| Historical Sortino (5Y) | -0.0681 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.21% |