First Financial Bankshares Inc (FFIN)
30.75
+0.12
(+0.39%)
USD |
NASDAQ |
May 03, 16:00
30.75
0.00 (0.00%)
After-Hours: 20:00
First Financial Bankshares Max Drawdown (5Y): 55.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 55.96% |
| March 31, 2024 | 55.96% |
| February 29, 2024 | 55.96% |
| January 31, 2024 | 55.96% |
| December 31, 2023 | 55.96% |
| November 30, 2023 | 55.96% |
| October 31, 2023 | 55.96% |
| September 30, 2023 | 54.38% |
| August 31, 2023 | 51.78% |
| July 31, 2023 | 51.78% |
| June 30, 2023 | 51.78% |
| May 31, 2023 | 51.78% |
| April 30, 2023 | 47.76% |
| March 31, 2023 | 43.85% |
| February 28, 2023 | 38.79% |
| January 31, 2023 | 38.79% |
| December 31, 2022 | 38.79% |
| November 30, 2022 | 35.11% |
| October 31, 2022 | 35.11% |
| September 30, 2022 | 35.11% |
| August 31, 2022 | 35.11% |
| July 31, 2022 | 35.11% |
| June 30, 2022 | 35.11% |
| May 31, 2022 | 35.11% |
| April 30, 2022 | 35.11% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.11% |
| February 28, 2022 | 35.11% |
| January 31, 2022 | 35.11% |
| December 31, 2021 | 35.11% |
| November 30, 2021 | 35.11% |
| October 31, 2021 | 35.11% |
| September 30, 2021 | 35.11% |
| August 31, 2021 | 35.11% |
| July 31, 2021 | 35.11% |
| June 30, 2021 | 35.11% |
| May 31, 2021 | 35.11% |
| April 30, 2021 | 35.11% |
| March 31, 2021 | 35.11% |
| February 28, 2021 | 35.11% |
| January 31, 2021 | 35.11% |
| December 31, 2020 | 35.11% |
| November 30, 2020 | 35.11% |
| October 31, 2020 | 35.11% |
| September 30, 2020 | 35.11% |
| August 31, 2020 | 35.11% |
| July 31, 2020 | 35.11% |
| June 30, 2020 | 35.11% |
| May 31, 2020 | 35.11% |
| April 30, 2020 | 35.11% |
| March 31, 2020 | 35.11% |
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
31.75%
Minimum
May 2019
55.96%
Maximum
Oct 2023
38.95%
Average
35.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Red River Bancshares Inc | 46.91% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.37 |
| Beta (5Y) | 0.8299 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.19% |
| Historical Sharpe Ratio (5Y) | -0.0371 |
| Historical Sortino (5Y) | -0.0611 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.25% |