Carver Bancorp Inc (CARV)
1.54
-0.04
(-2.53%)
USD |
NASDAQ |
May 02, 15:31
Carver Bancorp Max Drawdown (5Y): 95.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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 | 87.55% |
September 30, 2022 | 87.55% |
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% |
Date | Value |
---|---|
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 | 87.79% |
December 31, 2020 | 87.79% |
November 30, 2020 | 87.79% |
October 31, 2020 | 88.57% |
September 30, 2020 | 88.57% |
August 31, 2020 | 88.57% |
July 31, 2020 | 88.57% |
June 30, 2020 | 92.48% |
May 31, 2020 | 93.31% |
April 30, 2020 | 93.31% |
March 31, 2020 | 95.70% |
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
Sep 2022
96.39%
Maximum
May 2019
90.73%
Average
87.79%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
New York Community Bancorp Inc | 80.10% |
Brookline Bancorp Inc | 54.48% |
Broadway Financial Corp | 85.01% |
Pathward Financial Inc | 64.89% |
Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -28.52 |
Beta (5Y) | 1.138 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 170.2% |
Historical Sharpe Ratio (5Y) | -0.093 |
Historical Sortino (5Y) | -0.4509 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.52% |