NorthEast Community Bancorp Inc (NECB)
29.40
-0.21
(-0.71%)
USD |
NASDAQ |
Nov 21, 16:00
29.44
+0.04
(+0.14%)
After-Hours: 20:00
NorthEast Community Bancorp Max Drawdown (5Y): 47.81% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 47.81% |
September 30, 2024 | 47.81% |
August 31, 2024 | 47.81% |
July 31, 2024 | 47.81% |
June 30, 2024 | 47.81% |
May 31, 2024 | 47.81% |
April 30, 2024 | 47.81% |
March 31, 2024 | 47.81% |
February 29, 2024 | 47.81% |
January 31, 2024 | 47.81% |
December 31, 2023 | 47.81% |
November 30, 2023 | 47.81% |
October 31, 2023 | 47.81% |
September 30, 2023 | 47.81% |
August 31, 2023 | 47.81% |
July 31, 2023 | 47.81% |
June 30, 2023 | 47.81% |
May 31, 2023 | 47.81% |
April 30, 2023 | 47.81% |
March 31, 2023 | 47.81% |
February 28, 2023 | 47.81% |
January 31, 2023 | 47.81% |
December 31, 2022 | 47.81% |
November 30, 2022 | 47.81% |
October 31, 2022 | 47.81% |
Date | Value |
---|---|
September 30, 2022 | 47.81% |
August 31, 2022 | 47.81% |
July 31, 2022 | 47.81% |
June 30, 2022 | 47.81% |
May 31, 2022 | 47.81% |
April 30, 2022 | 47.81% |
March 31, 2022 | 47.81% |
February 28, 2022 | 47.81% |
January 31, 2022 | 47.81% |
December 31, 2021 | 47.81% |
November 30, 2021 | 47.81% |
October 31, 2021 | 47.81% |
September 30, 2021 | 47.81% |
August 31, 2021 | 47.81% |
July 31, 2021 | 47.81% |
June 30, 2021 | 47.81% |
May 31, 2021 | 47.81% |
April 30, 2021 | 47.81% |
March 31, 2021 | 47.81% |
February 28, 2021 | 47.81% |
January 31, 2021 | 47.81% |
December 31, 2020 | 47.81% |
November 30, 2020 | 47.81% |
October 31, 2020 | 47.81% |
September 30, 2020 | 47.81% |
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
17.05%
Minimum
Nov 2019
47.81%
Maximum
Apr 2020
45.70%
Average
47.81%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Axos Financial Inc | 67.32% |
Pathward Financial Inc | 64.89% |
Waterstone Financial Inc | 51.09% |
Brookline Bancorp Inc | 54.48% |
Broadway Financial Corp | 86.13% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.14 |
Beta (5Y) | 0.5787 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.83% |
Historical Sharpe Ratio (5Y) | 0.4916 |
Historical Sortino (5Y) | 0.5299 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.89% |