Waterstone Financial Inc (WSBF)
15.38
+0.13
(+0.85%)
USD |
NASDAQ |
Nov 21, 16:00
11.21
-4.17
(-27.11%)
After-Hours: 05:56
Waterstone Financial Max Drawdown (5Y): 51.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.09% |
| September 30, 2024 | 51.09% |
| August 31, 2024 | 51.09% |
| July 31, 2024 | 51.09% |
| June 30, 2024 | 51.09% |
| May 31, 2024 | 51.09% |
| April 30, 2024 | 51.09% |
| March 31, 2024 | 51.09% |
| February 29, 2024 | 51.09% |
| January 31, 2024 | 51.09% |
| December 31, 2023 | 51.09% |
| November 30, 2023 | 51.09% |
| October 31, 2023 | 51.09% |
| September 30, 2023 | 46.33% |
| August 31, 2023 | 39.81% |
| July 31, 2023 | 36.52% |
| June 30, 2023 | 36.52% |
| May 31, 2023 | 36.52% |
| April 30, 2023 | 33.12% |
| March 31, 2023 | 33.12% |
| February 28, 2023 | 33.12% |
| January 31, 2023 | 33.12% |
| December 31, 2022 | 33.12% |
| November 30, 2022 | 33.12% |
| October 31, 2022 | 33.12% |
| Date | Value |
|---|---|
| September 30, 2022 | 33.12% |
| August 31, 2022 | 33.12% |
| July 31, 2022 | 33.12% |
| June 30, 2022 | 33.12% |
| May 31, 2022 | 33.12% |
| April 30, 2022 | 33.12% |
| March 31, 2022 | 33.12% |
| February 28, 2022 | 33.12% |
| January 31, 2022 | 33.12% |
| December 31, 2021 | 33.12% |
| November 30, 2021 | 33.12% |
| October 31, 2021 | 33.12% |
| September 30, 2021 | 33.12% |
| August 31, 2021 | 33.12% |
| July 31, 2021 | 33.12% |
| June 30, 2021 | 33.12% |
| May 31, 2021 | 33.12% |
| April 30, 2021 | 33.12% |
| March 31, 2021 | 33.12% |
| February 28, 2021 | 33.12% |
| January 31, 2021 | 33.12% |
| December 31, 2020 | 33.12% |
| November 30, 2020 | 33.12% |
| October 31, 2020 | 33.12% |
| September 30, 2020 | 33.12% |
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
16.14%
Minimum
Nov 2019
51.09%
Maximum
Oct 2023
36.36%
Average
33.12%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| NorthEast Community Bancorp Inc | 47.81% |
| Brookline Bancorp Inc | 54.48% |
| Broadway Financial Corp | 86.13% |
| Carver Bancorp Inc | 95.43% |
| Pathward Financial Inc | 64.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.025 |
| Beta (5Y) | 0.6329 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.13% |
| Historical Sharpe Ratio (5Y) | -0.0328 |
| Historical Sortino (5Y) | -0.0547 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.89% |