HarborOne Bancorp Inc (HONE)
12.96
0.00 (0.00%)
USD |
NASDAQ |
Nov 21, 16:00
12.96
0.00 (0.00%)
After-Hours: 20:00
HarborOne Bancorp Max Drawdown (5Y): 48.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.57% |
| September 30, 2024 | 48.57% |
| August 31, 2024 | 48.57% |
| July 31, 2024 | 48.57% |
| June 30, 2024 | 48.57% |
| May 31, 2024 | 48.57% |
| April 30, 2024 | 48.57% |
| March 31, 2024 | 48.57% |
| February 29, 2024 | 48.57% |
| January 31, 2024 | 48.57% |
| December 31, 2023 | 48.57% |
| November 30, 2023 | 48.57% |
| October 31, 2023 | 48.57% |
| September 30, 2023 | 48.57% |
| August 31, 2023 | 48.57% |
| July 31, 2023 | 48.57% |
| June 30, 2023 | 48.57% |
| May 31, 2023 | 48.57% |
| April 30, 2023 | 46.60% |
| March 31, 2023 | 46.60% |
| February 28, 2023 | 46.60% |
| January 31, 2023 | 46.60% |
| December 31, 2022 | 46.60% |
| November 30, 2022 | 46.60% |
| October 31, 2022 | 46.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.60% |
| August 31, 2022 | 46.60% |
| July 31, 2022 | 46.60% |
| June 30, 2022 | 46.60% |
| May 31, 2022 | 46.60% |
| April 30, 2022 | 46.60% |
| March 31, 2022 | 46.60% |
| February 28, 2022 | 46.60% |
| January 31, 2022 | 46.60% |
| December 31, 2021 | 46.60% |
| November 30, 2021 | 46.60% |
| October 31, 2021 | 46.60% |
| September 30, 2021 | 46.60% |
| August 31, 2021 | 46.60% |
| July 31, 2021 | 46.60% |
| June 30, 2021 | 46.60% |
| May 31, 2021 | 46.60% |
| April 30, 2021 | 46.60% |
| March 31, 2021 | 46.60% |
| February 28, 2021 | 46.60% |
| January 31, 2021 | 46.60% |
| December 31, 2020 | 46.60% |
| November 30, 2020 | 46.60% |
| October 31, 2020 | 46.60% |
| September 30, 2020 | 46.60% |
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
31.75%
Minimum
Nov 2019
48.57%
Maximum
May 2023
46.20%
Average
46.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Colony Bankcorp Inc | 52.28% |
| Northrim BanCorp Inc | 54.01% |
| Southern First Bancshares Inc | 67.19% |
| Eastern Bankshares Inc | -- |
| Texas Community Bancshares Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.907 |
| Beta (5Y) | 0.7411 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.54% |
| Historical Sharpe Ratio (5Y) | 0.0817 |
| Historical Sortino (5Y) | 0.1052 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.71% |