HomeStreet Inc (HMST)
10.98
+0.16
(+1.48%)
USD |
NASDAQ |
May 03, 16:00
10.96
-0.02
(-0.14%)
After-Hours: 20:00
HomeStreet Max Drawdown (5Y): 91.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.49% |
March 31, 2024 | 91.49% |
February 29, 2024 | 91.49% |
January 31, 2024 | 91.49% |
December 31, 2023 | 91.49% |
November 30, 2023 | 91.49% |
October 31, 2023 | 91.49% |
September 30, 2023 | 90.19% |
August 31, 2023 | 90.19% |
July 31, 2023 | 90.19% |
June 30, 2023 | 90.19% |
May 31, 2023 | 90.19% |
April 30, 2023 | 82.03% |
March 31, 2023 | 68.36% |
February 28, 2023 | 57.90% |
January 31, 2023 | 57.90% |
December 31, 2022 | 57.90% |
November 30, 2022 | 57.90% |
October 31, 2022 | 53.68% |
September 30, 2022 | 48.30% |
August 31, 2022 | 43.65% |
July 31, 2022 | 43.65% |
June 30, 2022 | 43.65% |
May 31, 2022 | 43.65% |
April 30, 2022 | 43.65% |
Date | Value |
---|---|
March 31, 2022 | 43.65% |
February 28, 2022 | 43.65% |
January 31, 2022 | 43.65% |
December 31, 2021 | 43.65% |
November 30, 2021 | 43.65% |
October 31, 2021 | 43.65% |
September 30, 2021 | 43.65% |
August 31, 2021 | 43.65% |
July 31, 2021 | 43.65% |
June 30, 2021 | 43.65% |
May 31, 2021 | 43.65% |
April 30, 2021 | 43.65% |
March 31, 2021 | 43.65% |
February 28, 2021 | 43.65% |
January 31, 2021 | 43.65% |
December 31, 2020 | 43.65% |
November 30, 2020 | 43.65% |
October 31, 2020 | 43.65% |
September 30, 2020 | 43.65% |
August 31, 2020 | 43.65% |
July 31, 2020 | 43.65% |
June 30, 2020 | 43.65% |
May 31, 2020 | 43.65% |
April 30, 2020 | 43.65% |
March 31, 2020 | 43.65% |
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
37.35%
Minimum
Dec 2019
91.49%
Maximum
Oct 2023
54.66%
Average
43.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Firstsun Capital Bancorp | -- |
Pacific Premier Bancorp Inc | 65.64% |
Brookline Bancorp Inc | 54.48% |
Broadway Financial Corp | 85.01% |
Carver Bancorp Inc | 95.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -30.11 |
Beta (5Y) | 1.355 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.13% |
Historical Sharpe Ratio (5Y) | -0.2303 |
Historical Sortino (5Y) | -0.3386 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.70% |