OceanFirst Financial Corp (OCFC)
17.19
-0.12
(-0.69%)
USD |
NASDAQ |
Mar 17, 16:00
17.20
+0.01
(+0.06%)
After-Hours: 20:00
OceanFirst Financial Max Drawdown (5Y): 59.02% for Feb. 28, 2025
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Pacific Premier Bancorp Inc | 65.64% |
| Chain Bridge Bancorp Inc | -- |
| Brookline Bancorp Inc | 54.48% |
| Broadway Financial Corp | 86.13% |
| Carver Bancorp Inc | 95.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.63 |
| Beta (5Y) | 1.029 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.60% |
| Historical Sharpe Ratio (5Y) | -0.0256 |
| Historical Sortino (5Y) | -0.0465 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.89% |