HMN Financial Inc (HMNF)
19.41
-0.04
(-0.21%)
USD |
NASDAQ |
May 06, 16:00
HMN Financial Max Drawdown (5Y): 42.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.09% |
March 31, 2024 | 42.09% |
February 29, 2024 | 42.09% |
January 31, 2024 | 42.09% |
December 31, 2023 | 42.09% |
November 30, 2023 | 42.09% |
October 31, 2023 | 42.09% |
September 30, 2023 | 42.09% |
August 31, 2023 | 42.09% |
July 31, 2023 | 42.09% |
June 30, 2023 | 42.09% |
May 31, 2023 | 42.09% |
April 30, 2023 | 42.09% |
March 31, 2023 | 42.09% |
February 28, 2023 | 42.09% |
January 31, 2023 | 42.09% |
December 31, 2022 | 42.09% |
November 30, 2022 | 42.09% |
October 31, 2022 | 42.09% |
September 30, 2022 | 42.09% |
August 31, 2022 | 42.09% |
July 31, 2022 | 42.09% |
June 30, 2022 | 42.09% |
May 31, 2022 | 42.09% |
April 30, 2022 | 42.09% |
Date | Value |
---|---|
March 31, 2022 | 42.09% |
February 28, 2022 | 42.09% |
January 31, 2022 | 42.09% |
December 31, 2021 | 42.09% |
November 30, 2021 | 42.09% |
October 31, 2021 | 42.09% |
September 30, 2021 | 42.09% |
August 31, 2021 | 42.09% |
July 31, 2021 | 42.09% |
June 30, 2021 | 42.09% |
May 31, 2021 | 42.09% |
April 30, 2021 | 42.09% |
March 31, 2021 | 42.09% |
February 28, 2021 | 42.09% |
January 31, 2021 | 42.09% |
December 31, 2020 | 42.09% |
November 30, 2020 | 42.09% |
October 31, 2020 | 42.09% |
September 30, 2020 | 42.05% |
August 31, 2020 | 40.91% |
July 31, 2020 | 40.91% |
June 30, 2020 | 39.42% |
May 31, 2020 | 39.42% |
April 30, 2020 | 33.57% |
March 31, 2020 | 32.17% |
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
19.26%
Minimum
May 2019
42.09%
Maximum
Oct 2020
37.85%
Average
42.09%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Brookline Bancorp Inc | 54.48% |
Broadway Financial Corp | 85.01% |
Carver Bancorp Inc | 95.43% |
Pathward Financial Inc | 64.89% |
Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.399 |
Beta (5Y) | 0.1629 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.25% |
Historical Sharpe Ratio (5Y) | -0.1611 |
Historical Sortino (5Y) | -0.2494 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.74% |