First Financial Northwest Inc (FFNW)
20.40
+0.05
(+0.25%)
USD |
NASDAQ |
May 07, 16:00
20.40
0.00 (0.00%)
After-Hours: 20:00
First Financial Northwest Max Drawdown (5Y): 59.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.59% |
March 31, 2024 | 59.59% |
February 29, 2024 | 59.59% |
January 31, 2024 | 59.59% |
December 31, 2023 | 59.59% |
November 30, 2023 | 59.59% |
October 31, 2023 | 59.59% |
September 30, 2023 | 59.59% |
August 31, 2023 | 59.59% |
July 31, 2023 | 59.59% |
June 30, 2023 | 59.59% |
May 31, 2023 | 59.59% |
April 30, 2023 | 59.59% |
March 31, 2023 | 59.59% |
February 28, 2023 | 59.59% |
January 31, 2023 | 59.59% |
December 31, 2022 | 59.59% |
November 30, 2022 | 59.59% |
October 31, 2022 | 59.59% |
September 30, 2022 | 59.59% |
August 31, 2022 | 59.59% |
July 31, 2022 | 59.59% |
June 30, 2022 | 59.59% |
May 31, 2022 | 59.59% |
April 30, 2022 | 59.59% |
Date | Value |
---|---|
March 31, 2022 | 59.59% |
February 28, 2022 | 59.59% |
January 31, 2022 | 59.59% |
December 31, 2021 | 59.59% |
November 30, 2021 | 59.59% |
October 31, 2021 | 59.59% |
September 30, 2021 | 59.59% |
August 31, 2021 | 59.59% |
July 31, 2021 | 59.59% |
June 30, 2021 | 59.59% |
May 31, 2021 | 59.59% |
April 30, 2021 | 59.59% |
March 31, 2021 | 59.59% |
February 28, 2021 | 59.59% |
January 31, 2021 | 59.59% |
December 31, 2020 | 59.59% |
November 30, 2020 | 59.59% |
October 31, 2020 | 59.59% |
September 30, 2020 | 59.59% |
August 31, 2020 | 59.59% |
July 31, 2020 | 59.59% |
June 30, 2020 | 59.59% |
May 31, 2020 | 59.59% |
April 30, 2020 | 58.19% |
March 31, 2020 | 57.68% |
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
33.59%
Minimum
May 2019
59.59%
Maximum
May 2020
55.30%
Average
59.59%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Bank of Hawaii Corp | 62.63% |
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) | -0.5035 |
Beta (5Y) | 0.5354 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.73% |
Historical Sharpe Ratio (5Y) | 0.1487 |
Historical Sortino (5Y) | 0.2158 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.15% |