NorthEast Community Bancorp Inc (NECB)
16.60
+0.17
(+1.03%)
USD |
NASDAQ |
May 03, 16:00
16.61
+0.01
(+0.06%)
After-Hours: 20:00
NorthEast Community Bancorp Max Drawdown (5Y): 47.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.81% |
March 31, 2024 | 47.81% |
February 29, 2024 | 47.81% |
January 31, 2024 | 47.81% |
December 31, 2023 | 47.81% |
November 30, 2023 | 47.81% |
October 31, 2023 | 47.81% |
September 30, 2023 | 47.81% |
August 31, 2023 | 47.81% |
July 31, 2023 | 47.81% |
June 30, 2023 | 47.81% |
May 31, 2023 | 47.81% |
April 30, 2023 | 47.81% |
March 31, 2023 | 47.81% |
February 28, 2023 | 47.81% |
January 31, 2023 | 47.81% |
December 31, 2022 | 47.81% |
November 30, 2022 | 47.81% |
October 31, 2022 | 47.81% |
September 30, 2022 | 47.81% |
August 31, 2022 | 47.81% |
July 31, 2022 | 47.81% |
June 30, 2022 | 47.81% |
May 31, 2022 | 47.81% |
April 30, 2022 | 47.81% |
Date | Value |
---|---|
March 31, 2022 | 47.81% |
February 28, 2022 | 47.81% |
January 31, 2022 | 47.81% |
December 31, 2021 | 47.81% |
November 30, 2021 | 47.81% |
October 31, 2021 | 47.81% |
September 30, 2021 | 47.81% |
August 31, 2021 | 47.81% |
July 31, 2021 | 47.81% |
June 30, 2021 | 47.81% |
May 31, 2021 | 47.81% |
April 30, 2021 | 47.81% |
March 31, 2021 | 47.81% |
February 28, 2021 | 47.81% |
January 31, 2021 | 47.81% |
December 31, 2020 | 47.81% |
November 30, 2020 | 47.81% |
October 31, 2020 | 47.81% |
September 30, 2020 | 47.81% |
August 31, 2020 | 47.81% |
July 31, 2020 | 47.81% |
June 30, 2020 | 47.81% |
May 31, 2020 | 47.81% |
April 30, 2020 | 47.81% |
March 31, 2020 | 44.28% |
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
17.05%
Minimum
May 2019
47.81%
Maximum
Apr 2020
42.62%
Average
47.81%
Median
Apr 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% |
Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.134 |
Beta (5Y) | 0.5298 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.16% |
Historical Sharpe Ratio (5Y) | 0.2123 |
Historical Sortino (5Y) | 0.2156 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.89% |