First Financial Corp (THFF)
37.63
-1.54
(-3.93%)
USD |
NASDAQ |
May 20, 16:00
37.74
+0.12
(+0.31%)
After-Hours: 20:00
First Financial Max Drawdown (5Y): 42.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.73% |
March 31, 2024 | 42.73% |
February 29, 2024 | 42.73% |
January 31, 2024 | 42.73% |
December 31, 2023 | 42.73% |
November 30, 2023 | 42.73% |
October 31, 2023 | 42.73% |
September 30, 2023 | 42.73% |
August 31, 2023 | 42.73% |
July 31, 2023 | 42.73% |
June 30, 2023 | 42.73% |
May 31, 2023 | 42.73% |
April 30, 2023 | 42.73% |
March 31, 2023 | 42.73% |
February 28, 2023 | 42.73% |
January 31, 2023 | 42.73% |
December 31, 2022 | 42.73% |
November 30, 2022 | 42.73% |
October 31, 2022 | 42.73% |
September 30, 2022 | 42.73% |
August 31, 2022 | 42.73% |
July 31, 2022 | 42.73% |
June 30, 2022 | 42.73% |
May 31, 2022 | 42.73% |
April 30, 2022 | 42.73% |
Date | Value |
---|---|
March 31, 2022 | 42.73% |
February 28, 2022 | 42.73% |
January 31, 2022 | 42.73% |
December 31, 2021 | 42.73% |
November 30, 2021 | 42.73% |
October 31, 2021 | 42.73% |
September 30, 2021 | 42.73% |
August 31, 2021 | 42.73% |
July 31, 2021 | 42.73% |
June 30, 2021 | 42.73% |
May 31, 2021 | 42.73% |
April 30, 2021 | 42.73% |
March 31, 2021 | 42.73% |
February 28, 2021 | 42.73% |
January 31, 2021 | 42.73% |
December 31, 2020 | 42.73% |
November 30, 2020 | 42.73% |
October 31, 2020 | 42.73% |
September 30, 2020 | 42.73% |
August 31, 2020 | 42.73% |
July 31, 2020 | 42.73% |
June 30, 2020 | 42.73% |
May 31, 2020 | 42.73% |
April 30, 2020 | 42.73% |
March 31, 2020 | 42.73% |
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
27.08%
Minimum
May 2019
42.73%
Maximum
Mar 2020
40.12%
Average
42.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Heartland Financial USA Inc | 56.32% |
Mercantile Bank Corp | 52.14% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.476 |
Beta (5Y) | 0.5243 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.85% |
Historical Sharpe Ratio (5Y) | -0.0657 |
Historical Sortino (5Y) | -0.0904 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.41% |