Integrated Financial Holdings Inc (IFHI)
30.70
+0.25
(+0.82%)
USD |
OTCM |
May 03, 16:00
Integrated Financial Holdings Max Drawdown (5Y): 53.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.88% |
March 31, 2024 | 53.88% |
February 29, 2024 | 53.88% |
January 31, 2024 | 53.88% |
December 31, 2023 | 53.88% |
November 30, 2023 | 53.88% |
October 31, 2023 | 53.88% |
September 30, 2023 | 53.88% |
August 31, 2023 | 53.88% |
July 31, 2023 | 53.88% |
June 30, 2023 | 53.88% |
May 31, 2023 | 53.88% |
April 30, 2023 | 53.88% |
March 31, 2023 | 53.88% |
February 28, 2023 | 53.88% |
January 31, 2023 | 53.88% |
December 31, 2022 | 53.88% |
November 30, 2022 | 53.88% |
October 31, 2022 | 53.88% |
September 30, 2022 | 53.88% |
August 31, 2022 | 53.88% |
July 31, 2022 | 53.88% |
June 30, 2022 | 53.88% |
May 31, 2022 | 53.88% |
April 30, 2022 | 53.88% |
Date | Value |
---|---|
March 31, 2022 | 53.88% |
February 28, 2022 | 53.88% |
January 31, 2022 | 53.88% |
December 31, 2021 | 53.88% |
November 30, 2021 | 53.88% |
October 31, 2021 | 53.88% |
September 30, 2021 | 53.88% |
August 31, 2021 | 53.88% |
July 31, 2021 | 53.88% |
June 30, 2021 | 53.88% |
May 31, 2021 | 53.88% |
April 30, 2021 | 53.88% |
March 31, 2021 | 53.88% |
February 28, 2021 | 53.88% |
January 31, 2021 | 53.88% |
December 31, 2020 | 53.88% |
November 30, 2020 | 53.88% |
October 31, 2020 | 53.88% |
September 30, 2020 | 53.88% |
August 31, 2020 | 53.88% |
July 31, 2020 | 53.88% |
June 30, 2020 | 53.88% |
May 31, 2020 | 53.88% |
April 30, 2020 | 49.81% |
March 31, 2020 | 47.78% |
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
23.04%
Minimum
May 2019
53.88%
Maximum
May 2020
48.95%
Average
53.88%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Capital Bancorp Inc | 53.68% |
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) | 1.339 |
Beta (5Y) | 0.2171 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.27% |
Historical Sharpe Ratio (5Y) | 0.113 |
Historical Sortino (5Y) | 0.1709 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.54% |