Kearny Financial Corp (KRNY)
5.73
-0.02
(-0.35%)
USD |
NASDAQ |
Apr 26, 14:14
Kearny Financial Max Drawdown (5Y): 52.90% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 52.90% |
February 29, 2024 | 52.90% |
January 31, 2024 | 52.90% |
December 31, 2023 | 52.90% |
November 30, 2023 | 52.90% |
October 31, 2023 | 52.90% |
September 30, 2023 | 52.90% |
August 31, 2023 | 52.90% |
July 31, 2023 | 52.90% |
June 30, 2023 | 52.90% |
May 31, 2023 | 52.90% |
April 30, 2023 | 52.90% |
March 31, 2023 | 52.90% |
February 28, 2023 | 52.90% |
January 31, 2023 | 52.90% |
December 31, 2022 | 52.90% |
November 30, 2022 | 52.90% |
October 31, 2022 | 52.90% |
September 30, 2022 | 52.90% |
August 31, 2022 | 52.90% |
July 31, 2022 | 52.90% |
June 30, 2022 | 52.90% |
May 31, 2022 | 52.90% |
April 30, 2022 | 52.90% |
March 31, 2022 | 52.90% |
Date | Value |
---|---|
February 28, 2022 | 52.90% |
January 31, 2022 | 52.90% |
December 31, 2021 | 52.90% |
November 30, 2021 | 52.90% |
October 31, 2021 | 52.90% |
September 30, 2021 | 52.90% |
August 31, 2021 | 52.90% |
July 31, 2021 | 52.90% |
June 30, 2021 | 52.90% |
May 31, 2021 | 52.90% |
April 30, 2021 | 52.90% |
March 31, 2021 | 52.90% |
February 28, 2021 | 52.90% |
January 31, 2021 | 52.90% |
December 31, 2020 | 52.90% |
November 30, 2020 | 52.90% |
October 31, 2020 | 52.90% |
September 30, 2020 | 52.90% |
August 31, 2020 | 51.29% |
July 31, 2020 | 51.29% |
June 30, 2020 | 49.21% |
May 31, 2020 | 49.09% |
April 30, 2020 | 49.09% |
March 31, 2020 | 48.42% |
February 29, 2020 | 27.73% |
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
22.18%
Minimum
Apr 2019
52.90%
Maximum
Sep 2020
47.04%
Average
52.90%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Brookline Bancorp Inc | 54.48% |
Broadway Financial Corp | 82.87% |
Carver Bancorp Inc | 95.43% |
Pathward Financial Inc | 64.89% |
Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.84 |
Beta (5Y) | 0.711 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.73% |
Historical Sharpe Ratio (5Y) | -0.3532 |
Historical Sortino (5Y) | -0.5858 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.67% |