Oconee Federal Financial Corp (OFED)
12.82
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Oconee Federal Financial Max Drawdown (5Y): 60.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.14% |
| March 31, 2024 | 60.14% |
| February 29, 2024 | 60.14% |
| January 31, 2024 | 60.14% |
| December 31, 2023 | 60.14% |
| November 30, 2023 | 60.14% |
| October 31, 2023 | 58.41% |
| September 30, 2023 | 56.09% |
| August 31, 2023 | 56.09% |
| July 31, 2023 | 49.04% |
| June 30, 2023 | 48.55% |
| May 31, 2023 | 46.85% |
| April 30, 2023 | 46.85% |
| March 31, 2023 | 46.85% |
| February 28, 2023 | 46.85% |
| January 31, 2023 | 46.85% |
| December 31, 2022 | 46.85% |
| November 30, 2022 | 46.85% |
| October 31, 2022 | 46.85% |
| September 30, 2022 | 46.85% |
| August 31, 2022 | 46.85% |
| July 31, 2022 | 46.85% |
| June 30, 2022 | 46.85% |
| May 31, 2022 | 46.85% |
| April 30, 2022 | 46.85% |
| Date | Value |
|---|---|
| March 31, 2022 | 46.85% |
| February 28, 2022 | 46.85% |
| January 31, 2022 | 46.85% |
| December 31, 2021 | 46.85% |
| November 30, 2021 | 46.85% |
| October 31, 2021 | 46.85% |
| September 30, 2021 | 46.85% |
| August 31, 2021 | 46.85% |
| July 31, 2021 | 46.85% |
| June 30, 2021 | 46.85% |
| May 31, 2021 | 46.85% |
| April 30, 2021 | 46.85% |
| March 31, 2021 | 46.85% |
| February 28, 2021 | 46.85% |
| January 31, 2021 | 46.85% |
| December 31, 2020 | 46.85% |
| November 30, 2020 | 46.85% |
| October 31, 2020 | 46.85% |
| September 30, 2020 | 46.85% |
| August 31, 2020 | 46.85% |
| July 31, 2020 | 46.85% |
| June 30, 2020 | 46.85% |
| May 31, 2020 | 46.85% |
| April 30, 2020 | 46.85% |
| March 31, 2020 | 46.85% |
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
22.98%
Minimum
May 2019
60.14%
Maximum
Nov 2023
45.20%
Average
46.85%
Median
Mar 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) | -16.89 |
| Beta (5Y) | 0.289 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.50% |
| Historical Sharpe Ratio (5Y) | -0.3647 |
| Historical Sortino (5Y) | -0.5503 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.58% |