Capitol Federal Financial Inc (CFFN)
6.69
+0.03
(+0.45%)
USD |
NASDAQ |
Nov 21, 16:00
6.705
+0.02
(+0.22%)
After-Hours: 20:00
Capitol Federal Financial Max Drawdown (5Y): 63.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.80% |
| September 30, 2024 | 63.80% |
| August 31, 2024 | 63.80% |
| July 31, 2024 | 63.80% |
| June 30, 2024 | 63.80% |
| May 31, 2024 | 63.80% |
| April 30, 2024 | 63.80% |
| March 31, 2024 | 63.80% |
| February 29, 2024 | 63.80% |
| January 31, 2024 | 63.80% |
| December 31, 2023 | 63.80% |
| November 30, 2023 | 63.80% |
| October 31, 2023 | 63.80% |
| September 30, 2023 | 60.56% |
| August 31, 2023 | 54.67% |
| July 31, 2023 | 54.67% |
| June 30, 2023 | 54.67% |
| May 31, 2023 | 54.67% |
| April 30, 2023 | 48.55% |
| March 31, 2023 | 44.23% |
| February 28, 2023 | 42.19% |
| January 31, 2023 | 42.19% |
| December 31, 2022 | 42.19% |
| November 30, 2022 | 42.19% |
| October 31, 2022 | 42.19% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.97% |
| August 31, 2022 | 36.97% |
| July 31, 2022 | 36.97% |
| June 30, 2022 | 36.97% |
| May 31, 2022 | 36.97% |
| April 30, 2022 | 36.97% |
| March 31, 2022 | 36.97% |
| February 28, 2022 | 36.97% |
| January 31, 2022 | 36.97% |
| December 31, 2021 | 36.97% |
| November 30, 2021 | 36.97% |
| October 31, 2021 | 36.97% |
| September 30, 2021 | 36.97% |
| August 31, 2021 | 36.97% |
| July 31, 2021 | 36.97% |
| June 30, 2021 | 36.97% |
| May 31, 2021 | 36.97% |
| April 30, 2021 | 36.97% |
| March 31, 2021 | 36.97% |
| February 28, 2021 | 36.97% |
| January 31, 2021 | 36.97% |
| December 31, 2020 | 36.97% |
| November 30, 2020 | 36.97% |
| October 31, 2020 | 36.97% |
| September 30, 2020 | 36.97% |
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
23.98%
Minimum
Nov 2019
63.80%
Maximum
Oct 2023
43.48%
Average
36.97%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Brookline Bancorp Inc | 54.48% |
| Broadway Financial Corp | 86.13% |
| Carver Bancorp Inc | 95.43% |
| Pathward Financial Inc | 64.89% |
| Dime Community Bancshares Inc | 57.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.33 |
| Beta (5Y) | 0.4749 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.10% |
| Historical Sharpe Ratio (5Y) | -0.3721 |
| Historical Sortino (5Y) | -0.6727 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.42% |