New York Community Bancorp Inc (NYCB)
3.665
-0.02
(-0.68%)
USD |
NYSE |
May 20, 09:47
New York Community Bancorp Max Drawdown (5Y): 80.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.10% |
March 31, 2024 | 79.50% |
February 29, 2024 | 68.87% |
January 31, 2024 | 51.93% |
December 31, 2023 | 49.93% |
November 30, 2023 | 49.93% |
October 31, 2023 | 49.93% |
September 30, 2023 | 49.93% |
August 31, 2023 | 49.93% |
July 31, 2023 | 49.93% |
June 30, 2023 | 49.93% |
May 31, 2023 | 49.93% |
April 30, 2023 | 49.93% |
March 31, 2023 | 49.93% |
February 28, 2023 | 45.61% |
January 31, 2023 | 45.61% |
December 31, 2022 | 45.61% |
November 30, 2022 | 45.61% |
October 31, 2022 | 45.61% |
September 30, 2022 | 45.61% |
August 31, 2022 | 45.61% |
July 31, 2022 | 45.61% |
June 30, 2022 | 45.61% |
May 31, 2022 | 45.61% |
April 30, 2022 | 45.61% |
Date | Value |
---|---|
March 31, 2022 | 45.61% |
February 28, 2022 | 45.61% |
January 31, 2022 | 45.61% |
December 31, 2021 | 45.61% |
November 30, 2021 | 45.61% |
October 31, 2021 | 45.61% |
September 30, 2021 | 45.61% |
August 31, 2021 | 45.61% |
July 31, 2021 | 45.61% |
June 30, 2021 | 45.61% |
May 31, 2021 | 45.61% |
April 30, 2021 | 45.61% |
March 31, 2021 | 45.61% |
February 28, 2021 | 45.61% |
January 31, 2021 | 45.61% |
December 31, 2020 | 45.61% |
November 30, 2020 | 45.61% |
October 31, 2020 | 45.61% |
September 30, 2020 | 45.61% |
August 31, 2020 | 45.61% |
July 31, 2020 | 45.61% |
June 30, 2020 | 45.61% |
May 31, 2020 | 45.61% |
April 30, 2020 | 45.61% |
March 31, 2020 | 45.61% |
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
45.61%
Minimum
May 2019
80.10%
Maximum
Apr 2024
47.97%
Average
45.61%
Median
May 2019
Max Drawdown (5Y) Benchmarks
JPMorgan Chase & Co | 43.62% |
Truist Financial Corp | 59.10% |
Valley National Bancorp | 53.93% |
Pacific Premier Bancorp Inc | 65.64% |
Hut 8 Corp | 95.04% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -33.49 |
Beta (5Y) | 0.9572 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.34% |
Historical Sharpe Ratio (5Y) | -0.5265 |
Historical Sortino (5Y) | -0.6435 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.49% |