NewtekOne Inc (NEWT)
14.80
+0.03
(+0.20%)
USD |
NASDAQ |
Sep 22, 16:00
14.79
-0.01
(-0.07%)
After-Hours: 20:00
NewtekOne Max Drawdown (5Y): 63.99% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2023 | 63.99% |
| July 31, 2023 | 63.99% |
| June 30, 2023 | 63.99% |
| May 31, 2023 | 63.99% |
| April 30, 2023 | 63.30% |
| March 31, 2023 | 63.05% |
| February 28, 2023 | 56.78% |
| January 31, 2023 | 56.78% |
| December 31, 2022 | 56.78% |
| November 30, 2022 | 56.78% |
| October 31, 2022 | 56.78% |
| September 30, 2022 | 56.78% |
| August 31, 2022 | 56.78% |
| July 31, 2022 | 56.78% |
| June 30, 2022 | 56.78% |
| May 31, 2022 | 56.78% |
| April 30, 2022 | 56.78% |
| March 31, 2022 | 56.78% |
| February 28, 2022 | 56.78% |
| January 31, 2022 | 56.78% |
| December 31, 2021 | 56.78% |
| November 30, 2021 | 56.78% |
| October 31, 2021 | 56.78% |
| September 30, 2021 | 56.78% |
| August 31, 2021 | 56.78% |
| Date | Value |
|---|---|
| July 31, 2021 | 56.78% |
| June 30, 2021 | 56.78% |
| May 31, 2021 | 56.78% |
| April 30, 2021 | 56.78% |
| March 31, 2021 | 56.78% |
| February 28, 2021 | 56.78% |
| January 31, 2021 | 56.78% |
| December 31, 2020 | 56.78% |
| November 30, 2020 | 56.78% |
| October 31, 2020 | 56.78% |
| September 30, 2020 | 56.78% |
| August 31, 2020 | 56.78% |
| July 31, 2020 | 56.78% |
| June 30, 2020 | 56.78% |
| May 31, 2020 | 56.78% |
| April 30, 2020 | 56.78% |
| March 31, 2020 | 56.78% |
| February 29, 2020 | 39.21% |
| January 31, 2020 | 39.21% |
| December 31, 2019 | 39.21% |
| November 30, 2019 | 39.21% |
| October 31, 2019 | 39.21% |
| September 30, 2019 | 39.21% |
| August 31, 2019 | 39.21% |
| July 31, 2019 | 39.21% |
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
39.21%
Minimum
Sep 2018
63.99%
Maximum
May 2023
52.20%
Average
56.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 41.33% |
| Blue Ridge Bankshares Inc | 59.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.473 |
| Beta (5Y) | 1.333 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.62% |
| Historical Sharpe Ratio (5Y) | 0.2739 |
| Historical Sortino (5Y) | 0.3595 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.61% |