Northway Financial Inc (NWYF)
36.67
0.00 (0.00%)
USD |
OTCM |
Nov 22, 10:39
Northway Financial Max Drawdown (5Y): 56.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.67% |
| September 30, 2024 | 56.67% |
| August 31, 2024 | 56.67% |
| July 31, 2024 | 56.67% |
| June 30, 2024 | 56.67% |
| May 31, 2024 | 56.67% |
| April 30, 2024 | 56.67% |
| March 31, 2024 | 56.67% |
| February 29, 2024 | 56.67% |
| January 31, 2024 | 56.67% |
| December 31, 2023 | 56.67% |
| November 30, 2023 | 56.67% |
| October 31, 2023 | 56.67% |
| September 30, 2023 | 56.67% |
| August 31, 2023 | 56.67% |
| July 31, 2023 | 56.67% |
| June 30, 2023 | 56.67% |
| May 31, 2023 | 56.67% |
| April 30, 2023 | 49.43% |
| March 31, 2023 | 49.43% |
| February 28, 2023 | 43.54% |
| January 31, 2023 | 43.54% |
| December 31, 2022 | 43.41% |
| November 30, 2022 | 38.47% |
| October 31, 2022 | 38.47% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.47% |
| August 31, 2022 | 38.47% |
| July 31, 2022 | 38.47% |
| June 30, 2022 | 38.47% |
| May 31, 2022 | 38.47% |
| April 30, 2022 | 38.47% |
| March 31, 2022 | 38.47% |
| February 28, 2022 | 38.47% |
| January 31, 2022 | 38.47% |
| December 31, 2021 | 38.47% |
| November 30, 2021 | 38.47% |
| October 31, 2021 | 38.47% |
| September 30, 2021 | 38.47% |
| August 31, 2021 | 38.47% |
| July 31, 2021 | 38.47% |
| June 30, 2021 | 38.47% |
| May 31, 2021 | 38.47% |
| April 30, 2021 | 38.47% |
| March 31, 2021 | 38.47% |
| February 28, 2021 | 38.47% |
| January 31, 2021 | 38.47% |
| December 31, 2020 | 38.47% |
| November 30, 2020 | 38.47% |
| October 31, 2020 | 38.47% |
| September 30, 2020 | 38.47% |
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
15.15%
Minimum
Nov 2019
56.67%
Maximum
May 2023
42.70%
Average
38.47%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Village Bank and Trust Financial Corp | 46.16% |
| 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) | -5.623 |
| Beta (5Y) | 0.5088 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.17% |
| Historical Sharpe Ratio (5Y) | 0.0261 |
| Historical Sortino (5Y) | 0.0459 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.81% |