Berkshire Hills Bancorp Inc (BHLB)
26.12
-0.13
(-0.50%)
USD |
NYSE |
Mar 21, 16:00
26.12
0.00 (0.00%)
After-Hours: 20:00
Berkshire Hills Bancorp Max Drawdown (5Y): 78.19% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Brookline Bancorp Inc | 54.48% |
| Capitol Federal Financial Inc | 63.80% |
| Provident Financial Holdings Inc | 48.25% |
| Broadway Financial Corp | 86.13% |
| Carver Bancorp Inc | 95.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.465 |
| Beta (5Y) | 0.8473 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.62% |
| Historical Sharpe Ratio (5Y) | 0.09 |
| Historical Sortino (5Y) | 0.1531 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.50% |