Annualized Returns
|
Annual Return 1y
|
Annual Return 3y
|
Annual Return 5y
|
Annual Return 10y
|
Annual Return 20y
|
Annual Return
|
Northfield Bancorp, Inc. (Staten Island, NY) |
-22.1% |
-17.4% |
-7.38% |
-1.54% |
2.99% |
2.99% |
Annual Returns
Year
|
Northfield Bancorp, Inc. (Staten Island, NY)
|
2007 |
3.54% |
2008 |
4.34% |
2009 |
21.85% |
2010 |
-0.01% |
2011 |
8.14% |
2012 |
8.61% |
2013 |
26.65% |
2014 |
14.37% |
2015 |
9.59% |
2016 |
27.96% |
2017 |
-12.78% |
2018 |
-18.56% |
2019 |
28.69% |
2020 |
-24.36% |
2021 |
35.17% |
2022 |
0.87% |
2023 |
-16.17% |
2024 |
-34.62% |
Northfield Bancorp, Inc. (Staten Island, NY) had 12 positive years and 6 negative years. That's a positive ratio of 67%.
Monthly Returns
|
Jan
|
Feb
|
Mar
|
Apr
|
May
|
Jun
|
Jul
|
Aug
|
Sep
|
Oct
|
Nov
|
Dec
|
YTD
|
2007 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2.2% |
1.3% |
3.5% |
2008 |
-2.9% |
-2.6% |
0.1% |
1.8% |
7.6% |
-4.2% |
7.6% |
4.5% |
0.2% |
-0.1% |
-2.5% |
-4.3% |
4.3% |
2009 |
-11.6% |
0.6% |
9.7% |
3.4% |
-5.1% |
8.8% |
3% |
2.7% |
4.5% |
-2.9% |
3.2% |
5.7% |
21.9% |
2010 |
-2.1% |
6% |
3.5% |
1.9% |
-1.1% |
-10.7% |
-0.7% |
-15.1% |
-0.7% |
4.9% |
12.8% |
4.5% |
-0% |
2011 |
-2.6% |
3.6% |
3.1% |
2% |
1% |
-0.6% |
-2.6% |
-1.1% |
-1.9% |
4.3% |
4.4% |
-1.3% |
8.1% |
2012 |
3.8% |
-5.9% |
3.7% |
-1.8% |
-1% |
2.8% |
5.4% |
0.2% |
6.8% |
1.4% |
-6% |
-0.1% |
8.6% |
2013 |
2.9% |
2.2% |
-0.2% |
3.5% |
0.1% |
2.3% |
0% |
2.9% |
1.2% |
6.5% |
1% |
1.5% |
26.7% |
2014 |
-5.8% |
2.3% |
1.6% |
0.9% |
0.8% |
0.8% |
-2.7% |
3.3% |
3.9% |
4.6% |
-0.6% |
5% |
14.4% |
2015 |
-2.7% |
1% |
2.4% |
-2.6% |
2% |
2.8% |
0.1% |
-0.1% |
1.6% |
0.7% |
4.4% |
-0.1% |
9.6% |
2016 |
-2.8% |
2% |
4.7% |
-3.5% |
-1.5% |
-4.6% |
0.7% |
7% |
1.3% |
2.2% |
13.2% |
7.8% |
28% |
2017 |
-9.6% |
4.4% |
-3.9% |
2% |
-10.1% |
4.2% |
-2.1% |
-3.6% |
7.7% |
-1.7% |
4.6% |
-3.7% |
-12.8% |
2018 |
-1.8% |
-6.9% |
0.6% |
1.5% |
3.8% |
1.7% |
0.2% |
-1.7% |
-2.2% |
-17.3% |
7.8% |
-3.8% |
-18.6% |
2019 |
5.6% |
4.9% |
-6.8% |
7.9% |
0.8% |
4% |
0.3% |
-0.1% |
3.5% |
5.9% |
-0% |
0.4% |
28.7% |
2020 |
-6.3% |
-10.5% |
-20.8% |
0.7% |
-2% |
5.4% |
-16.6% |
1.7% |
-5.6% |
11.4% |
10.8% |
10.8% |
-24.4% |
2021 |
0.2% |
11.7% |
16.3% |
1.6% |
5.5% |
-3.1% |
0.3% |
3.5% |
1.5% |
2.3% |
-3.3% |
-4.1% |
35.2% |
2022 |
-2.5% |
0.5% |
-8.5% |
-8.8% |
2.6% |
-2% |
13% |
1% |
-2.9% |
12.1% |
0.3% |
-1.4% |
0.9% |
2023 |
-5% |
-0.7% |
-19.9% |
-11.5% |
-0.5% |
7.3% |
10.9% |
-12.5% |
-10.3% |
-9% |
12.5% |
31.9% |
-16.2% |
2024 |
-4.4% |
-15.1% |
-3.8% |
-16.4% |
- |
- |
- |
- |
- |
- |
- |
- |
-34.6% |
Pos |
23.5% |
64.7% |
58.8% |
64.7% |
56.3% |
62.5% |
66.7% |
56.3% |
62.5% |
68.8% |
75% |
52.9% |
66.7% |
Avg |
-2.8% |
-0.1% |
-1.1% |
-1% |
0.2% |
0.9% |
1.1% |
-0.5% |
0.5% |
1.6% |
4% |
2.9% |
4.6% |
Other Return Metrics
Metric
|
Northfield Bancorp, Inc. (Staten Island, NY)
|
Cumulative Return |
62.27% |
Enh Ann Return |
5.17% |
Best Year |
35.17% |
Worst Year |
-34.62% |
Best Month |
31.87% |
Worst Month |
-20.81% |
Best Day |
19.02% |
Worst Day |
-16.16% |
Win Ratio (Yearly) |
66.67% |
Win Ratio (Quarterly) |
61.19% |
Win Ratio (Monthly) |
59.09% |
Win Ratio (Daily) |
51.37% |
Annual Volatility
|
Annual Volatility 1y
|
Annual Volatility 3y
|
Annual Volatility 5y
|
Annual Volatility 10y
|
Annual Volatility 20y
|
Annual Volatility
|
Northfield Bancorp, Inc. (Staten Island, NY) |
34.02% |
27.84% |
34.76% |
27.87% |
30.48% |
30.48% |
Sharpe Ratio
|
Sharpe Ratio 1y
|
Sharpe Ratio 3y
|
Sharpe Ratio 5y
|
Sharpe Ratio 10y
|
Sharpe Ratio 20y
|
Sharpe Ratio
|
Northfield Bancorp, Inc. (Staten Island, NY) |
-0.56 |
-0.55 |
-0.05 |
0.08 |
0.25 |
0.25 |
3-Year Rolling Sharpe Ratio
The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.
Drawdown Periods
Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.
Northfield Bancorp, Inc. (Staten Island, NY)
start
|
valley
|
end
|
days
|
Drawdown
|
2016-12-14 |
2020-09-23 |
2021-11-03 |
1785 |
-52.77% |
2021-11-12 |
2024-04-18 |
- |
888 |
-51.29% |
2008-09-26 |
2009-03-09 |
2009-09-21 |
360 |
-35.48% |
2010-04-30 |
2010-09-23 |
2012-02-01 |
642 |
-30.67% |
2012-02-06 |
2012-06-13 |
2012-09-24 |
231 |
-15.43% |
The Northfield Bancorp, Inc. (Staten Island, NY) took approximately 26 months on average to recover from a major drawdown. The longest drawdown lasted 60 months.
Underwater plot
The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.
Other Risk Metrics
Metric
|
Northfield Bancorp, Inc. (Staten Island, NY)
|
Sharpe Ratio |
0.25 |
Sortino Ratio |
0.36 |
Adjusted Sortino (S/√2) |
0.25 |
Calmar Ratio |
0.06 |
Omega Ratio |
1.05 |
Gain to Pain Ratio |
0.05 |
Winckel Ratio |
61.11 |
Ulcer Index |
0.19 |
Kelly Criterion |
2.39% |
Skew |
0.15 |
Kurtosis |
9.21 |