Territorial Bancorp Inc (TBNK)
7.43
+0.14
(+1.92%)
USD |
NASDAQ |
Apr 30, 10:12
Territorial Bancorp Max Drawdown (5Y): 74.31% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 74.31% |
| February 29, 2024 | 74.31% |
| January 31, 2024 | 74.31% |
| December 31, 2023 | 74.31% |
| November 30, 2023 | 74.31% |
| October 31, 2023 | 73.45% |
| September 30, 2023 | 66.58% |
| August 31, 2023 | 64.55% |
| July 31, 2023 | 64.55% |
| June 30, 2023 | 64.55% |
| May 31, 2023 | 64.55% |
| April 30, 2023 | 40.73% |
| March 31, 2023 | 38.87% |
| February 28, 2023 | 38.87% |
| January 31, 2023 | 38.87% |
| December 31, 2022 | 38.87% |
| November 30, 2022 | 38.87% |
| October 31, 2022 | 38.87% |
| September 30, 2022 | 38.87% |
| August 31, 2022 | 38.87% |
| July 31, 2022 | 38.87% |
| June 30, 2022 | 38.87% |
| May 31, 2022 | 38.87% |
| April 30, 2022 | 38.87% |
| March 31, 2022 | 38.87% |
| Date | Value |
|---|---|
| February 28, 2022 | 38.87% |
| January 31, 2022 | 38.87% |
| December 31, 2021 | 38.87% |
| November 30, 2021 | 38.87% |
| October 31, 2021 | 38.87% |
| September 30, 2021 | 38.87% |
| August 31, 2021 | 38.87% |
| July 31, 2021 | 38.87% |
| June 30, 2021 | 38.87% |
| May 31, 2021 | 38.87% |
| April 30, 2021 | 38.87% |
| March 31, 2021 | 38.87% |
| February 28, 2021 | 38.87% |
| January 31, 2021 | 38.87% |
| December 31, 2020 | 38.87% |
| November 30, 2020 | 38.87% |
| October 31, 2020 | 38.87% |
| September 30, 2020 | 38.87% |
| August 31, 2020 | 36.61% |
| July 31, 2020 | 36.61% |
| June 30, 2020 | 36.61% |
| May 31, 2020 | 36.61% |
| April 30, 2020 | 36.61% |
| March 31, 2020 | 36.61% |
| February 29, 2020 | 20.94% |
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
19.79%
Minimum
Apr 2019
74.31%
Maximum
Nov 2023
40.90%
Average
38.87%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Brookline Bancorp Inc | 54.48% |
| Broadway Financial Corp | 82.87% |
| Carver Bancorp Inc | 95.43% |
| Pathward Financial Inc | 64.89% |
| Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.17 |
| Beta (5Y) | 0.652 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.56% |
| Historical Sharpe Ratio (5Y) | -0.497 |
| Historical Sortino (5Y) | -0.6852 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.80% |