NorthEast Community Bancorp Inc (NECB)
23.30
-0.10
(-0.43%)
USD |
NASDAQ |
Mar 31, 12:32
NorthEast Community Bancorp Max Drawdown (5Y): 47.81% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Brookline Bancorp Inc | 54.48% |
| Broadway Financial Corp | 86.13% |
| Carver Bancorp Inc | 95.43% |
| Pathward Financial Inc | 64.89% |
| Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.079 |
| Beta (5Y) | 0.6585 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.13% |
| Historical Sharpe Ratio (5Y) | 0.4678 |
| Historical Sortino (5Y) | 0.5638 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.88% |