Northfield Bancorp Inc (NFBK)
9.06
-0.13
(-1.41%)
USD |
NASDAQ |
May 07, 16:00
9.06
0.00 (0.00%)
After-Hours: 19:09
Northfield Bancorp Max Drawdown (5Y): 52.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 52.76% |
March 31, 2024 | 52.76% |
February 29, 2024 | 52.76% |
January 31, 2024 | 52.76% |
December 31, 2023 | 52.76% |
November 30, 2023 | 52.76% |
October 31, 2023 | 52.76% |
September 30, 2023 | 52.76% |
August 31, 2023 | 52.76% |
July 31, 2023 | 52.76% |
June 30, 2023 | 52.76% |
May 31, 2023 | 52.76% |
April 30, 2023 | 52.76% |
March 31, 2023 | 52.76% |
February 28, 2023 | 52.76% |
January 31, 2023 | 52.76% |
December 31, 2022 | 52.76% |
November 30, 2022 | 52.76% |
October 31, 2022 | 52.76% |
September 30, 2022 | 52.76% |
August 31, 2022 | 52.76% |
July 31, 2022 | 52.76% |
June 30, 2022 | 52.76% |
May 31, 2022 | 52.76% |
April 30, 2022 | 52.76% |
Date | Value |
---|---|
March 31, 2022 | 52.76% |
February 28, 2022 | 52.76% |
January 31, 2022 | 52.76% |
December 31, 2021 | 52.76% |
November 30, 2021 | 52.76% |
October 31, 2021 | 52.76% |
September 30, 2021 | 52.76% |
August 31, 2021 | 52.76% |
July 31, 2021 | 52.76% |
June 30, 2021 | 52.76% |
May 31, 2021 | 52.76% |
April 30, 2021 | 52.76% |
March 31, 2021 | 52.76% |
February 28, 2021 | 52.76% |
January 31, 2021 | 52.76% |
December 31, 2020 | 52.76% |
November 30, 2020 | 52.76% |
October 31, 2020 | 52.76% |
September 30, 2020 | 52.76% |
August 31, 2020 | 49.41% |
July 31, 2020 | 49.41% |
June 30, 2020 | 47.85% |
May 31, 2020 | 47.85% |
April 30, 2020 | 47.85% |
March 31, 2020 | 46.69% |
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
34.70%
Minimum
May 2019
52.76%
Maximum
Sep 2020
49.29%
Average
52.76%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Citizens Financial Group Inc | 65.60% |
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) | -17.64 |
Beta (5Y) | 0.7069 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.06% |
Historical Sharpe Ratio (5Y) | -0.3046 |
Historical Sortino (5Y) | -0.4502 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.45% |