Brookline Bancorp Inc (BRKL)
8.74
+0.26
(+3.07%)
USD |
NASDAQ |
May 02, 16:00
8.74
0.00 (0.00%)
After-Hours: 20:00
Brookline Bancorp Max Drawdown (5Y): 54.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 54.48% |
| March 31, 2024 | 54.48% |
| February 29, 2024 | 54.48% |
| January 31, 2024 | 54.48% |
| December 31, 2023 | 54.48% |
| November 30, 2023 | 54.48% |
| October 31, 2023 | 54.48% |
| September 30, 2023 | 54.48% |
| August 31, 2023 | 54.48% |
| July 31, 2023 | 54.48% |
| June 30, 2023 | 54.48% |
| May 31, 2023 | 54.48% |
| April 30, 2023 | 54.00% |
| March 31, 2023 | 54.00% |
| February 28, 2023 | 54.00% |
| January 31, 2023 | 54.00% |
| December 31, 2022 | 54.00% |
| November 30, 2022 | 54.00% |
| October 31, 2022 | 54.00% |
| September 30, 2022 | 54.00% |
| August 31, 2022 | 54.00% |
| July 31, 2022 | 54.00% |
| June 30, 2022 | 54.00% |
| May 31, 2022 | 54.00% |
| April 30, 2022 | 54.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.00% |
| February 28, 2022 | 54.00% |
| January 31, 2022 | 54.00% |
| December 31, 2021 | 54.00% |
| November 30, 2021 | 54.00% |
| October 31, 2021 | 54.00% |
| September 30, 2021 | 54.00% |
| August 31, 2021 | 54.00% |
| July 31, 2021 | 54.00% |
| June 30, 2021 | 54.00% |
| May 31, 2021 | 54.00% |
| April 30, 2021 | 54.00% |
| March 31, 2021 | 54.00% |
| February 28, 2021 | 54.00% |
| January 31, 2021 | 54.00% |
| December 31, 2020 | 54.00% |
| November 30, 2020 | 54.00% |
| October 31, 2020 | 54.00% |
| September 30, 2020 | 54.00% |
| August 31, 2020 | 53.00% |
| July 31, 2020 | 53.00% |
| June 30, 2020 | 53.00% |
| May 31, 2020 | 53.00% |
| April 30, 2020 | 45.63% |
| March 31, 2020 | 45.63% |
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
32.36%
Minimum
May 2019
54.48%
Maximum
May 2023
50.14%
Average
54.00%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Live Oak Bancshares Inc | 79.41% |
| 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) | -18.43 |
| Beta (5Y) | 0.7917 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.44% |
| Historical Sharpe Ratio (5Y) | -0.279 |
| Historical Sortino (5Y) | -0.4308 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.67% |