ConnectOne Bancorp Inc (CNOB)
18.46
-1.27
(-6.44%)
USD |
NASDAQ |
Apr 25, 16:00
18.48
+0.02
(+0.11%)
After-Hours: 20:00
ConnectOne Bancorp Max Drawdown (5Y): 68.52% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 68.52% |
| February 29, 2024 | 68.52% |
| January 31, 2024 | 68.52% |
| December 31, 2023 | 68.52% |
| November 30, 2023 | 68.52% |
| October 31, 2023 | 68.52% |
| September 30, 2023 | 68.52% |
| August 31, 2023 | 68.52% |
| July 31, 2023 | 68.52% |
| June 30, 2023 | 68.52% |
| May 31, 2023 | 68.52% |
| April 30, 2023 | 68.52% |
| March 31, 2023 | 68.52% |
| February 28, 2023 | 68.52% |
| January 31, 2023 | 68.52% |
| December 31, 2022 | 68.52% |
| November 30, 2022 | 68.52% |
| October 31, 2022 | 68.52% |
| September 30, 2022 | 68.52% |
| August 31, 2022 | 68.52% |
| July 31, 2022 | 68.52% |
| June 30, 2022 | 68.52% |
| May 31, 2022 | 68.52% |
| April 30, 2022 | 68.52% |
| March 31, 2022 | 68.52% |
| Date | Value |
|---|---|
| February 28, 2022 | 68.52% |
| January 31, 2022 | 68.52% |
| December 31, 2021 | 68.52% |
| November 30, 2021 | 68.52% |
| October 31, 2021 | 68.52% |
| September 30, 2021 | 68.52% |
| August 31, 2021 | 68.52% |
| July 31, 2021 | 68.52% |
| June 30, 2021 | 68.52% |
| May 31, 2021 | 68.52% |
| April 30, 2021 | 68.52% |
| March 31, 2021 | 68.52% |
| February 28, 2021 | 68.52% |
| January 31, 2021 | 68.52% |
| December 31, 2020 | 68.52% |
| November 30, 2020 | 68.52% |
| October 31, 2020 | 68.52% |
| September 30, 2020 | 68.52% |
| August 31, 2020 | 68.52% |
| July 31, 2020 | 68.52% |
| June 30, 2020 | 68.52% |
| May 31, 2020 | 68.52% |
| April 30, 2020 | 68.52% |
| March 31, 2020 | 68.52% |
| February 29, 2020 | 44.06% |
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
44.06%
Minimum
Apr 2019
68.52%
Maximum
Mar 2020
64.03%
Average
68.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Washington Trust Bancorp Inc | 60.33% |
| Webster Financial Corp | 71.99% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.23 |
| Beta (5Y) | 1.252 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.15% |
| Historical Sharpe Ratio (5Y) | 0.0029 |
| Historical Sortino (5Y) | 0.004 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.64% |