Capitol Federal Financial Inc (CFFN)
5.125
+0.07
(+1.38%)
USD |
NASDAQ |
May 07, 11:13
Capitol Federal Financial Max Drawdown (5Y): 63.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.80% |
March 31, 2024 | 63.80% |
February 29, 2024 | 63.80% |
January 31, 2024 | 63.80% |
December 31, 2023 | 63.80% |
November 30, 2023 | 63.80% |
October 31, 2023 | 63.80% |
September 30, 2023 | 60.56% |
August 31, 2023 | 54.67% |
July 31, 2023 | 54.67% |
June 30, 2023 | 54.67% |
May 31, 2023 | 54.67% |
April 30, 2023 | 48.55% |
March 31, 2023 | 44.23% |
February 28, 2023 | 42.19% |
January 31, 2023 | 42.19% |
December 31, 2022 | 42.19% |
November 30, 2022 | 42.19% |
October 31, 2022 | 42.19% |
September 30, 2022 | 36.97% |
August 31, 2022 | 36.97% |
July 31, 2022 | 36.97% |
June 30, 2022 | 36.97% |
May 31, 2022 | 36.97% |
April 30, 2022 | 36.97% |
Date | Value |
---|---|
March 31, 2022 | 36.97% |
February 28, 2022 | 36.97% |
January 31, 2022 | 36.97% |
December 31, 2021 | 36.97% |
November 30, 2021 | 36.97% |
October 31, 2021 | 36.97% |
September 30, 2021 | 36.97% |
August 31, 2021 | 36.97% |
July 31, 2021 | 36.97% |
June 30, 2021 | 36.97% |
May 31, 2021 | 36.97% |
April 30, 2021 | 36.97% |
March 31, 2021 | 36.97% |
February 28, 2021 | 36.97% |
January 31, 2021 | 36.97% |
December 31, 2020 | 36.97% |
November 30, 2020 | 36.97% |
October 31, 2020 | 36.97% |
September 30, 2020 | 36.97% |
August 31, 2020 | 33.09% |
July 31, 2020 | 31.24% |
June 30, 2020 | 27.90% |
May 31, 2020 | 27.90% |
April 30, 2020 | 27.90% |
March 31, 2020 | 27.90% |
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
23.98%
Minimum
May 2019
63.80%
Maximum
Oct 2023
39.50%
Average
36.97%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Brookline Bancorp Inc | 54.48% |
Broadway Financial Corp | 85.01% |
Carver Bancorp Inc | 95.43% |
Pathward Financial Inc | 64.89% |
Dime Community Bancshares Inc | 57.39% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.83 |
Beta (5Y) | 0.4748 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.81% |
Historical Sharpe Ratio (5Y) | -0.5393 |
Historical Sortino (5Y) | -0.9247 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.42% |