Norwood Financial Corp (NWFL)
29.83
+0.60
(+2.05%)
USD |
NASDAQ |
Nov 21, 16:00
28.25
-1.58
(-5.30%)
Pre-Market: 09:10
Norwood Financial Max Drawdown (5Y): 43.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.93% |
| September 30, 2024 | 43.93% |
| August 31, 2024 | 43.93% |
| July 31, 2024 | 43.93% |
| June 30, 2024 | 43.93% |
| May 31, 2024 | 43.93% |
| April 30, 2024 | 43.93% |
| March 31, 2024 | 43.93% |
| February 29, 2024 | 43.93% |
| January 31, 2024 | 43.93% |
| December 31, 2023 | 43.93% |
| November 30, 2023 | 43.93% |
| October 31, 2023 | 43.93% |
| September 30, 2023 | 43.93% |
| August 31, 2023 | 43.93% |
| July 31, 2023 | 43.93% |
| June 30, 2023 | 43.93% |
| May 31, 2023 | 43.93% |
| April 30, 2023 | 43.93% |
| March 31, 2023 | 43.93% |
| February 28, 2023 | 43.93% |
| January 31, 2023 | 43.93% |
| December 31, 2022 | 43.93% |
| November 30, 2022 | 43.93% |
| October 31, 2022 | 43.93% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.93% |
| August 31, 2022 | 43.93% |
| July 31, 2022 | 43.93% |
| June 30, 2022 | 43.93% |
| May 31, 2022 | 43.93% |
| April 30, 2022 | 43.93% |
| March 31, 2022 | 43.93% |
| February 28, 2022 | 43.93% |
| January 31, 2022 | 43.93% |
| December 31, 2021 | 43.93% |
| November 30, 2021 | 43.93% |
| October 31, 2021 | 43.93% |
| September 30, 2021 | 43.93% |
| August 31, 2021 | 43.93% |
| July 31, 2021 | 43.93% |
| June 30, 2021 | 43.93% |
| May 31, 2021 | 43.93% |
| April 30, 2021 | 43.93% |
| March 31, 2021 | 43.93% |
| February 28, 2021 | 43.93% |
| January 31, 2021 | 43.93% |
| December 31, 2020 | 43.93% |
| November 30, 2020 | 43.93% |
| October 31, 2020 | 43.93% |
| September 30, 2020 | 43.93% |
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
29.56%
Minimum
Nov 2019
43.93%
Maximum
Apr 2020
42.86%
Average
43.93%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| First Financial Bancorp | 63.48% |
| Huntington Bancshares Inc | 55.00% |
| PNC Financial Services Group Inc | 49.58% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.494 |
| Beta (5Y) | 0.6151 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.15% |
| Historical Sharpe Ratio (5Y) | 0.0153 |
| Historical Sortino (5Y) | 0.0243 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.04% |