Capitol Federal Financial Inc (CFFN)
5.74
-0.01
(-0.17%)
USD |
NASDAQ |
Mar 21, 16:00
5.735
0.00 (0.00%)
After-Hours: 20:00
Capitol Federal Financial Max Drawdown (5Y): 63.80% 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
| Berkshire Hills Bancorp Inc | 78.19% |
| Brookline Bancorp Inc | 54.48% |
| Broadway Financial Corp | 86.13% |
| Carver Bancorp Inc | 95.43% |
| Pathward Financial Inc | 64.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.16 |
| Beta (5Y) | 0.4910 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.06% |
| Historical Sharpe Ratio (5Y) | -0.3263 |
| Historical Sortino (5Y) | -0.6126 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.42% |