Berkshire Hills Bancorp Inc (BHLB)
22.34
+0.08
(+0.36%)
USD |
NYSE |
Apr 24, 16:00
22.33
-0.01
(-0.04%)
Pre-Market: 20:00
Berkshire Hills Bancorp Max Drawdown (5Y): 78.19% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 78.19% |
February 29, 2024 | 78.19% |
January 31, 2024 | 78.19% |
December 31, 2023 | 78.19% |
November 30, 2023 | 78.19% |
October 31, 2023 | 78.19% |
September 30, 2023 | 78.19% |
August 31, 2023 | 78.19% |
July 31, 2023 | 78.19% |
June 30, 2023 | 78.19% |
May 31, 2023 | 78.19% |
April 30, 2023 | 78.19% |
March 31, 2023 | 78.19% |
February 28, 2023 | 78.19% |
January 31, 2023 | 78.19% |
December 31, 2022 | 78.19% |
November 30, 2022 | 78.19% |
October 31, 2022 | 78.19% |
September 30, 2022 | 78.19% |
August 31, 2022 | 78.19% |
July 31, 2022 | 78.19% |
June 30, 2022 | 78.19% |
May 31, 2022 | 78.19% |
April 30, 2022 | 78.19% |
March 31, 2022 | 78.19% |
Date | Value |
---|---|
February 28, 2022 | 78.19% |
January 31, 2022 | 78.19% |
December 31, 2021 | 78.19% |
November 30, 2021 | 78.19% |
October 31, 2021 | 78.19% |
September 30, 2021 | 78.19% |
August 31, 2021 | 78.19% |
July 31, 2021 | 78.19% |
June 30, 2021 | 78.19% |
May 31, 2021 | 78.19% |
April 30, 2021 | 78.19% |
March 31, 2021 | 78.19% |
February 28, 2021 | 78.19% |
January 31, 2021 | 78.19% |
December 31, 2020 | 78.19% |
November 30, 2020 | 78.19% |
October 31, 2020 | 78.19% |
September 30, 2020 | 78.19% |
August 31, 2020 | 77.45% |
July 31, 2020 | 76.98% |
June 30, 2020 | 76.23% |
May 31, 2020 | 76.23% |
April 30, 2020 | 71.21% |
March 31, 2020 | 71.21% |
February 29, 2020 | 41.04% |
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
39.39%
Minimum
Apr 2019
78.19%
Maximum
Sep 2020
70.78%
Average
78.19%
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) | -13.80 |
Beta (5Y) | 0.8695 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.27% |
Historical Sharpe Ratio (5Y) | -0.054 |
Historical Sortino (5Y) | -0.0738 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.03% |