HomeTrust Bancshares Inc (HTBI)
25.77
-0.31
(-1.19%)
USD |
NASDAQ |
Apr 29, 16:00
25.64
-0.13
(-0.50%)
After-Hours: 20:00
HomeTrust Bancshares Max Drawdown (5Y): 57.65% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 57.65% |
February 29, 2024 | 57.65% |
January 31, 2024 | 57.65% |
December 31, 2023 | 57.65% |
November 30, 2023 | 57.65% |
October 31, 2023 | 57.65% |
September 30, 2023 | 57.65% |
August 31, 2023 | 57.65% |
July 31, 2023 | 57.65% |
June 30, 2023 | 57.65% |
May 31, 2023 | 57.65% |
April 30, 2023 | 57.65% |
March 31, 2023 | 57.65% |
February 28, 2023 | 57.65% |
January 31, 2023 | 57.65% |
December 31, 2022 | 57.65% |
November 30, 2022 | 57.65% |
October 31, 2022 | 57.65% |
September 30, 2022 | 57.65% |
August 31, 2022 | 57.65% |
July 31, 2022 | 57.65% |
June 30, 2022 | 57.65% |
May 31, 2022 | 57.65% |
April 30, 2022 | 57.65% |
March 31, 2022 | 57.65% |
Date | Value |
---|---|
February 28, 2022 | 57.65% |
January 31, 2022 | 57.65% |
December 31, 2021 | 57.65% |
November 30, 2021 | 57.65% |
October 31, 2021 | 57.65% |
September 30, 2021 | 57.65% |
August 31, 2021 | 57.65% |
July 31, 2021 | 57.65% |
June 30, 2021 | 57.65% |
May 31, 2021 | 57.65% |
April 30, 2021 | 57.65% |
March 31, 2021 | 57.65% |
February 28, 2021 | 57.65% |
January 31, 2021 | 57.65% |
December 31, 2020 | 57.65% |
November 30, 2020 | 57.65% |
October 31, 2020 | 57.65% |
September 30, 2020 | 57.65% |
August 31, 2020 | 57.65% |
July 31, 2020 | 57.65% |
June 30, 2020 | 57.65% |
May 31, 2020 | 57.65% |
April 30, 2020 | 57.65% |
March 31, 2020 | 57.65% |
February 29, 2020 | 19.38% |
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
18.71%
Minimum
Apr 2019
57.65%
Maximum
Mar 2020
50.52%
Average
57.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Brookline Bancorp Inc | 54.48% |
Broadway Financial Corp | 82.87% |
Carver Bancorp Inc | 95.43% |
Pathward Financial Inc | 64.89% |
Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.939 |
Beta (5Y) | 0.771 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.19% |
Historical Sharpe Ratio (5Y) | 0.0329 |
Historical Sortino (5Y) | 0.0407 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.78% |