Carver Bancorp Inc (CARV)
1.62
-0.01
(-0.61%)
USD |
NASDAQ |
Nov 21, 16:00
1.62
0.00 (0.00%)
After-Hours: 20:00
Carver Bancorp Max Drawdown (5Y): 95.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.43% |
| September 30, 2024 | 95.43% |
| August 31, 2024 | 95.43% |
| July 31, 2024 | 95.43% |
| June 30, 2024 | 95.43% |
| May 31, 2024 | 95.43% |
| April 30, 2024 | 95.43% |
| March 31, 2024 | 95.43% |
| February 29, 2024 | 95.43% |
| January 31, 2024 | 95.43% |
| December 31, 2023 | 95.43% |
| November 30, 2023 | 95.43% |
| October 31, 2023 | 95.43% |
| September 30, 2023 | 91.92% |
| August 31, 2023 | 91.74% |
| July 31, 2023 | 90.30% |
| June 30, 2023 | 89.92% |
| May 31, 2023 | 87.55% |
| April 30, 2023 | 87.55% |
| March 31, 2023 | 87.55% |
| February 28, 2023 | 87.55% |
| January 31, 2023 | 87.55% |
| December 31, 2022 | 87.55% |
| November 30, 2022 | 87.55% |
| October 31, 2022 | 87.79% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.79% |
| August 31, 2022 | 87.79% |
| July 31, 2022 | 87.79% |
| June 30, 2022 | 87.79% |
| May 31, 2022 | 87.79% |
| April 30, 2022 | 87.79% |
| March 31, 2022 | 87.79% |
| February 28, 2022 | 87.79% |
| January 31, 2022 | 87.79% |
| December 31, 2021 | 87.79% |
| November 30, 2021 | 87.79% |
| October 31, 2021 | 87.79% |
| September 30, 2021 | 87.79% |
| August 31, 2021 | 87.79% |
| July 31, 2021 | 87.79% |
| June 30, 2021 | 87.79% |
| May 31, 2021 | 87.79% |
| April 30, 2021 | 87.79% |
| March 31, 2021 | 87.79% |
| February 28, 2021 | 87.79% |
| January 31, 2021 | 92.12% |
| December 31, 2020 | 94.24% |
| November 30, 2020 | 94.24% |
| October 31, 2020 | 94.24% |
| September 30, 2020 | 94.24% |
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
87.55%
Minimum
Nov 2022
96.86%
Maximum
Nov 2019
91.51%
Average
91.02%
Median
Max Drawdown (5Y) Benchmarks
| Brookline Bancorp Inc | 54.48% |
| Broadway Financial Corp | 86.13% |
| Pathward Financial Inc | 64.89% |
| Capitol Federal Financial Inc | 63.80% |
| Dime Community Bancshares Inc | 57.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.93 |
| Beta (5Y) | 1.107 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 171.4% |
| Historical Sharpe Ratio (5Y) | -0.0738 |
| Historical Sortino (5Y) | -0.3543 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.19% |