Northeast Bank (NBN)

91.78 -0.75 (-0.81%) USD  |  NASDAQ  |  Dec 20, 16:00
91.82 +0.04 (+0.04%) After-Hours: 20:00
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Northeast Bank Max Drawdown (5Y): 70.25% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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1st Source Corp 51.72%
Bar Harbor Bankshares Inc 54.34%
Evans Bancorp Inc 55.08%
Park National Corp 40.25%
Tompkins Financial Corp 47.80%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 18.94
Beta (5Y) 1.068
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.41%
Historical Sharpe Ratio (5Y) 0.8422
Historical Sortino (5Y) 1.122
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.17%