Western New England Bancorp Inc (WNEB)
6.295
+0.26
(+4.39%)
USD |
NASDAQ |
May 01, 16:00
6.295
0.00 (0.00%)
After-Hours: 18:46
Western New England Bancorp Max Drawdown (5Y): 56.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.28% |
March 31, 2024 | 56.28% |
February 29, 2024 | 56.28% |
January 31, 2024 | 56.28% |
December 31, 2023 | 56.28% |
November 30, 2023 | 56.28% |
October 31, 2023 | 56.28% |
September 30, 2023 | 56.28% |
August 31, 2023 | 56.28% |
July 31, 2023 | 56.28% |
June 30, 2023 | 56.28% |
May 31, 2023 | 56.28% |
April 30, 2023 | 56.28% |
March 31, 2023 | 56.28% |
February 28, 2023 | 56.28% |
January 31, 2023 | 56.28% |
December 31, 2022 | 56.28% |
November 30, 2022 | 56.28% |
October 31, 2022 | 56.28% |
September 30, 2022 | 56.28% |
August 31, 2022 | 56.28% |
July 31, 2022 | 56.28% |
June 30, 2022 | 56.28% |
May 31, 2022 | 56.28% |
April 30, 2022 | 56.28% |
Date | Value |
---|---|
March 31, 2022 | 56.28% |
February 28, 2022 | 56.28% |
January 31, 2022 | 56.28% |
December 31, 2021 | 56.28% |
November 30, 2021 | 56.28% |
October 31, 2021 | 56.28% |
September 30, 2021 | 56.28% |
August 31, 2021 | 56.28% |
July 31, 2021 | 56.28% |
June 30, 2021 | 56.28% |
May 31, 2021 | 56.28% |
April 30, 2021 | 56.28% |
March 31, 2021 | 56.28% |
February 28, 2021 | 56.28% |
January 31, 2021 | 56.28% |
December 31, 2020 | 56.28% |
November 30, 2020 | 56.28% |
October 31, 2020 | 56.28% |
September 30, 2020 | 56.28% |
August 31, 2020 | 56.28% |
July 31, 2020 | 56.28% |
June 30, 2020 | 56.28% |
May 31, 2020 | 56.28% |
April 30, 2020 | 52.94% |
March 31, 2020 | 48.67% |
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
20.83%
Minimum
May 2019
56.28%
Maximum
May 2020
50.34%
Average
56.28%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Brookline Bancorp Inc | 54.48% |
Broadway Financial Corp | 85.01% |
Carver Bancorp Inc | 95.43% |
Pathward Financial Inc | 64.89% |
Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.68 |
Beta (5Y) | 0.6619 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.49% |
Historical Sharpe Ratio (5Y) | -0.2406 |
Historical Sortino (5Y) | -0.3356 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.04% |