TFS Financial Corp (TFSL)
12.11
+0.27
(+2.28%)
USD |
NASDAQ |
Apr 19, 16:00
12.10
-0.02
(-0.12%)
After-Hours: 20:00
TFS Financial Max Drawdown (5Y): 42.89% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 42.89% |
February 29, 2024 | 42.89% |
January 31, 2024 | 42.89% |
December 31, 2023 | 42.89% |
November 30, 2023 | 42.89% |
October 31, 2023 | 42.89% |
September 30, 2023 | 42.89% |
August 31, 2023 | 42.89% |
July 31, 2023 | 42.89% |
June 30, 2023 | 42.89% |
May 31, 2023 | 42.89% |
April 30, 2023 | 42.39% |
March 31, 2023 | 42.39% |
February 28, 2023 | 42.39% |
January 31, 2023 | 42.39% |
December 31, 2022 | 42.39% |
November 30, 2022 | 42.39% |
October 31, 2022 | 42.39% |
September 30, 2022 | 42.39% |
August 31, 2022 | 42.39% |
July 31, 2022 | 42.39% |
June 30, 2022 | 42.39% |
May 31, 2022 | 42.39% |
April 30, 2022 | 42.39% |
March 31, 2022 | 42.39% |
Date | Value |
---|---|
February 28, 2022 | 42.39% |
January 31, 2022 | 42.39% |
December 31, 2021 | 42.39% |
November 30, 2021 | 42.39% |
October 31, 2021 | 42.39% |
September 30, 2021 | 42.39% |
August 31, 2021 | 42.39% |
July 31, 2021 | 42.39% |
June 30, 2021 | 42.39% |
May 31, 2021 | 42.39% |
April 30, 2021 | 42.39% |
March 31, 2021 | 42.39% |
February 28, 2021 | 42.39% |
January 31, 2021 | 42.39% |
December 31, 2020 | 42.39% |
November 30, 2020 | 42.39% |
October 31, 2020 | 42.39% |
September 30, 2020 | 42.39% |
August 31, 2020 | 42.39% |
July 31, 2020 | 42.39% |
June 30, 2020 | 42.39% |
May 31, 2020 | 42.39% |
April 30, 2020 | 42.39% |
March 31, 2020 | 36.61% |
February 29, 2020 | 24.51% |
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
24.51%
Minimum
Apr 2019
42.89%
Maximum
May 2023
39.11%
Average
42.39%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Brookline Bancorp Inc | 54.48% |
Broadway Financial Corp | 82.87% |
Carver Bancorp Inc | 95.43% |
Pathward Financial Inc | 64.89% |
Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.828 |
Beta (5Y) | 0.6444 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.32% |
Historical Sharpe Ratio (5Y) | -0.0142 |
Historical Sortino (5Y) | -0.0199 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.87% |