OceanFirst Financial Corp (OCFC)
17.72
-0.48
(-2.64%)
USD |
NASDAQ |
Nov 04, 16:00
17.70
-0.02
(-0.11%)
After-Hours: 20:00
OceanFirst Financial Max Drawdown (5Y): 59.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.02% |
September 30, 2024 | 59.02% |
August 31, 2024 | 59.02% |
July 31, 2024 | 59.02% |
June 30, 2024 | 59.02% |
May 31, 2024 | 59.02% |
April 30, 2024 | 59.02% |
March 31, 2024 | 59.02% |
February 29, 2024 | 59.02% |
January 31, 2024 | 59.02% |
December 31, 2023 | 59.02% |
November 30, 2023 | 59.02% |
October 31, 2023 | 59.02% |
September 30, 2023 | 59.02% |
August 31, 2023 | 59.02% |
July 31, 2023 | 59.02% |
June 30, 2023 | 59.02% |
May 31, 2023 | 59.02% |
April 30, 2023 | 59.02% |
March 31, 2023 | 59.02% |
February 28, 2023 | 59.02% |
January 31, 2023 | 59.02% |
December 31, 2022 | 59.02% |
November 30, 2022 | 59.02% |
October 31, 2022 | 59.02% |
Date | Value |
---|---|
September 30, 2022 | 59.02% |
August 31, 2022 | 59.02% |
July 31, 2022 | 59.02% |
June 30, 2022 | 59.02% |
May 31, 2022 | 59.02% |
April 30, 2022 | 59.02% |
March 31, 2022 | 59.02% |
February 28, 2022 | 59.02% |
January 31, 2022 | 59.02% |
December 31, 2021 | 59.02% |
November 30, 2021 | 59.02% |
October 31, 2021 | 59.02% |
September 30, 2021 | 59.02% |
August 31, 2021 | 59.02% |
July 31, 2021 | 59.02% |
June 30, 2021 | 59.02% |
May 31, 2021 | 59.02% |
April 30, 2021 | 59.02% |
March 31, 2021 | 59.02% |
February 28, 2021 | 59.02% |
January 31, 2021 | 59.02% |
December 31, 2020 | 59.02% |
November 30, 2020 | 59.02% |
October 31, 2020 | 59.02% |
September 30, 2020 | 59.02% |
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
31.07%
Minimum
Nov 2019
59.02%
Maximum
Mar 2020
57.15%
Average
59.02%
Median
Mar 2020
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) | -16.88 |
Beta (5Y) | 1.01 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.24% |
Historical Sharpe Ratio (5Y) | -0.1004 |
Historical Sortino (5Y) | -0.1508 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.11% |