ESSA Bancorp Inc (ESSA)
19.21
+0.50
(+2.67%)
USD |
NASDAQ |
Nov 05, 16:00
19.21
0.00 (0.00%)
After-Hours: 16:20
ESSA Bancorp Max Drawdown (5Y): 39.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 39.96% |
| September 30, 2024 | 39.96% |
| August 31, 2024 | 39.96% |
| July 31, 2024 | 39.96% |
| June 30, 2024 | 39.96% |
| May 31, 2024 | 39.96% |
| April 30, 2024 | 39.96% |
| March 31, 2024 | 39.96% |
| February 29, 2024 | 39.96% |
| January 31, 2024 | 39.96% |
| December 31, 2023 | 39.96% |
| November 30, 2023 | 39.96% |
| October 31, 2023 | 39.96% |
| September 30, 2023 | 39.96% |
| August 31, 2023 | 39.96% |
| July 31, 2023 | 39.96% |
| June 30, 2023 | 39.96% |
| May 31, 2023 | 39.96% |
| April 30, 2023 | 39.55% |
| March 31, 2023 | 39.55% |
| February 28, 2023 | 39.55% |
| January 31, 2023 | 39.55% |
| December 31, 2022 | 39.55% |
| November 30, 2022 | 39.55% |
| October 31, 2022 | 39.55% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.55% |
| August 31, 2022 | 39.55% |
| July 31, 2022 | 39.55% |
| June 30, 2022 | 39.55% |
| May 31, 2022 | 39.55% |
| April 30, 2022 | 39.55% |
| March 31, 2022 | 39.55% |
| February 28, 2022 | 39.55% |
| January 31, 2022 | 39.55% |
| December 31, 2021 | 39.55% |
| November 30, 2021 | 39.55% |
| October 31, 2021 | 39.55% |
| September 30, 2021 | 39.55% |
| August 31, 2021 | 39.55% |
| July 31, 2021 | 39.55% |
| June 30, 2021 | 39.55% |
| May 31, 2021 | 39.55% |
| April 30, 2021 | 39.55% |
| March 31, 2021 | 39.55% |
| February 28, 2021 | 39.55% |
| January 31, 2021 | 39.55% |
| December 31, 2020 | 39.55% |
| November 30, 2020 | 39.55% |
| October 31, 2020 | 39.55% |
| September 30, 2020 | 39.55% |
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
15.23%
Minimum
Nov 2019
39.96%
Maximum
May 2023
38.05%
Average
39.55%
Median
Mar 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% |
| Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9431 |
| Beta (5Y) | 0.3677 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.46% |
| Historical Sharpe Ratio (5Y) | 0.1249 |
| Historical Sortino (5Y) | 0.1911 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.06% |