ConnectOne Bancorp Inc (CNOB)
21.12
+0.49
(+2.38%)
USD |
NASDAQ |
May 17, 16:00
21.12
0.00 (0.00%)
After-Hours: 20:00
ConnectOne Bancorp Max Drawdown (5Y): 68.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.52% |
March 31, 2024 | 68.52% |
February 29, 2024 | 68.52% |
January 31, 2024 | 68.52% |
December 31, 2023 | 68.52% |
November 30, 2023 | 68.52% |
October 31, 2023 | 68.52% |
September 30, 2023 | 68.52% |
August 31, 2023 | 68.52% |
July 31, 2023 | 68.52% |
June 30, 2023 | 68.52% |
May 31, 2023 | 68.52% |
April 30, 2023 | 68.52% |
March 31, 2023 | 68.52% |
February 28, 2023 | 68.52% |
January 31, 2023 | 68.52% |
December 31, 2022 | 68.52% |
November 30, 2022 | 68.52% |
October 31, 2022 | 68.52% |
September 30, 2022 | 68.52% |
August 31, 2022 | 68.52% |
July 31, 2022 | 68.52% |
June 30, 2022 | 68.52% |
May 31, 2022 | 68.52% |
April 30, 2022 | 68.52% |
Date | Value |
---|---|
March 31, 2022 | 68.52% |
February 28, 2022 | 68.52% |
January 31, 2022 | 68.52% |
December 31, 2021 | 68.52% |
November 30, 2021 | 68.52% |
October 31, 2021 | 68.52% |
September 30, 2021 | 68.52% |
August 31, 2021 | 68.52% |
July 31, 2021 | 68.52% |
June 30, 2021 | 68.52% |
May 31, 2021 | 68.52% |
April 30, 2021 | 68.52% |
March 31, 2021 | 68.52% |
February 28, 2021 | 68.52% |
January 31, 2021 | 68.52% |
December 31, 2020 | 68.52% |
November 30, 2020 | 68.52% |
October 31, 2020 | 68.52% |
September 30, 2020 | 68.52% |
August 31, 2020 | 68.52% |
July 31, 2020 | 68.52% |
June 30, 2020 | 68.52% |
May 31, 2020 | 68.52% |
April 30, 2020 | 68.52% |
March 31, 2020 | 68.52% |
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
44.06%
Minimum
May 2019
68.52%
Maximum
Mar 2020
64.44%
Average
68.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Webster Financial Corp | 71.99% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.68 |
Beta (5Y) | 1.247 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.17% |
Historical Sharpe Ratio (5Y) | -0.0918 |
Historical Sortino (5Y) | -0.1278 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.64% |