Columbia Financial Inc (CLBK)
17.81
+0.13
(+0.74%)
USD |
NASDAQ |
Dec 04, 16:00
17.81
0.00 (0.00%)
After-Hours: 20:00
Columbia Financial Max Drawdown (5Y): 39.43% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 39.43% |
| October 31, 2024 | 39.43% |
| September 30, 2024 | 39.43% |
| August 31, 2024 | 39.43% |
| July 31, 2024 | 39.43% |
| June 30, 2024 | 39.43% |
| Date | Value |
|---|---|
| May 31, 2024 | 39.43% |
| April 30, 2024 | 39.43% |
| March 31, 2024 | 39.43% |
| February 29, 2024 | 39.43% |
| January 31, 2024 | 39.43% |
| December 31, 2023 | 39.43% |
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
39.43%
Minimum
Dec 2023
39.43%
Maximum
Dec 2023
39.43%
Average
39.43%
Median
Dec 2023
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 47.80% |
| Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.122 |
| Beta (5Y) | 0.1894 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.19% |
| Historical Sharpe Ratio (5Y) | -0.0218 |
| Historical Sortino (5Y) | -0.0342 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.98% |