Provident Financial Services Inc (PFS)
15.55
+0.03
(+0.19%)
USD |
NYSE |
Apr 24, 16:00
15.55
0.00 (0.00%)
Pre-Market: 09:00
Provident Financial Services Max Drawdown (5Y): 64.08% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 64.08% |
February 29, 2024 | 64.08% |
January 31, 2024 | 64.08% |
December 31, 2023 | 64.08% |
November 30, 2023 | 64.08% |
October 31, 2023 | 64.08% |
September 30, 2023 | 64.08% |
August 31, 2023 | 64.08% |
July 31, 2023 | 64.08% |
June 30, 2023 | 64.08% |
May 31, 2023 | 64.08% |
April 30, 2023 | 64.08% |
March 31, 2023 | 64.08% |
February 28, 2023 | 64.08% |
January 31, 2023 | 64.08% |
December 31, 2022 | 64.08% |
November 30, 2022 | 64.08% |
October 31, 2022 | 64.08% |
September 30, 2022 | 64.08% |
August 31, 2022 | 64.08% |
July 31, 2022 | 64.08% |
June 30, 2022 | 64.08% |
May 31, 2022 | 64.08% |
April 30, 2022 | 64.08% |
March 31, 2022 | 64.08% |
Date | Value |
---|---|
February 28, 2022 | 64.08% |
January 31, 2022 | 64.08% |
December 31, 2021 | 64.08% |
November 30, 2021 | 64.08% |
October 31, 2021 | 64.08% |
September 30, 2021 | 64.08% |
August 31, 2021 | 64.08% |
July 31, 2021 | 64.08% |
June 30, 2021 | 64.08% |
May 31, 2021 | 64.08% |
April 30, 2021 | 64.08% |
March 31, 2021 | 64.08% |
February 28, 2021 | 64.08% |
January 31, 2021 | 64.08% |
December 31, 2020 | 64.08% |
November 30, 2020 | 64.08% |
October 31, 2020 | 64.08% |
September 30, 2020 | 64.08% |
August 31, 2020 | 64.08% |
July 31, 2020 | 64.08% |
June 30, 2020 | 64.08% |
May 31, 2020 | 64.08% |
April 30, 2020 | 64.08% |
March 31, 2020 | 64.08% |
February 29, 2020 | 25.93% |
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
22.44%
Minimum
Apr 2019
64.08%
Maximum
Mar 2020
56.50%
Average
64.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Lakeland Bancorp Inc | 57.27% |
Independent Bank Corp | 52.59% |
Peapack Gladstone Financial Corp | 65.20% |
Washington Trust Bancorp Inc | 60.33% |
Cambridge Bancorp | 50.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.36 |
Beta (5Y) | 1.069 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.79% |
Historical Sharpe Ratio (5Y) | -0.2347 |
Historical Sortino (5Y) | -0.3085 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.12% |