HarborOne Bancorp Inc (HONE)

12.13 -0.01 (-0.08%) USD  |  NASDAQ  |  Dec 24, 16:00
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HarborOne Bancorp Max Drawdown (5Y): 48.57% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Northrim BanCorp Inc 54.01%
Southern First Bancshares Inc 67.19%
Eastern Bankshares Inc --
Texas Community Bancshares Inc --
Blue Foundry Bancorp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.509
Beta (5Y) 0.7513
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.64%
Historical Sharpe Ratio (5Y) 0.108
Historical Sortino (5Y) 0.1403
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.71%