Carver Bancorp Inc (CARV)
1.63
+0.03
(+1.88%)
USD |
NASDAQ |
Apr 30, 09:52
Carver Bancorp Max Drawdown (5Y): 95.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 95.43% |
| February 29, 2024 | 95.43% |
| January 31, 2024 | 95.43% |
| December 31, 2023 | 95.43% |
| November 30, 2023 | 95.43% |
| October 31, 2023 | 95.43% |
| September 30, 2023 | 91.92% |
| August 31, 2023 | 91.74% |
| July 31, 2023 | 90.30% |
| June 30, 2023 | 89.92% |
| May 31, 2023 | 87.55% |
| April 30, 2023 | 87.55% |
| March 31, 2023 | 87.55% |
| February 28, 2023 | 87.55% |
| January 31, 2023 | 87.55% |
| December 31, 2022 | 87.55% |
| November 30, 2022 | 87.55% |
| October 31, 2022 | 87.55% |
| September 30, 2022 | 87.55% |
| August 31, 2022 | 87.79% |
| July 31, 2022 | 87.79% |
| June 30, 2022 | 87.79% |
| May 31, 2022 | 87.79% |
| April 30, 2022 | 87.79% |
| March 31, 2022 | 87.79% |
| Date | Value |
|---|---|
| February 28, 2022 | 87.79% |
| January 31, 2022 | 87.79% |
| December 31, 2021 | 87.79% |
| November 30, 2021 | 87.79% |
| October 31, 2021 | 87.79% |
| September 30, 2021 | 87.79% |
| August 31, 2021 | 87.79% |
| July 31, 2021 | 87.79% |
| June 30, 2021 | 87.79% |
| May 31, 2021 | 87.79% |
| April 30, 2021 | 87.79% |
| March 31, 2021 | 87.79% |
| February 28, 2021 | 87.79% |
| January 31, 2021 | 87.79% |
| December 31, 2020 | 87.79% |
| November 30, 2020 | 87.79% |
| October 31, 2020 | 88.57% |
| September 30, 2020 | 88.57% |
| August 31, 2020 | 88.57% |
| July 31, 2020 | 88.57% |
| June 30, 2020 | 92.48% |
| May 31, 2020 | 93.31% |
| April 30, 2020 | 93.31% |
| March 31, 2020 | 95.70% |
| February 29, 2020 | 96.00% |
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
87.55%
Minimum
Sep 2022
96.39%
Maximum
Apr 2019
90.74%
Average
87.79%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| New York Community Bancorp Inc | 79.50% |
| Brookline Bancorp Inc | 54.48% |
| Broadway Financial Corp | 82.87% |
| Pathward Financial Inc | 64.89% |
| Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.29 |
| Beta (5Y) | 1.146 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 170.2% |
| Historical Sharpe Ratio (5Y) | -0.1076 |
| Historical Sortino (5Y) | -0.5204 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.52% |