First American Financial Corp (FAF)
66.42
+0.01
(+0.02%)
USD |
NYSE |
Nov 21, 16:00
66.42
0.00 (0.00%)
After-Hours: 20:00
First American Financial Max Drawdown (5Y): 50.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 50.13% |
September 30, 2024 | 50.13% |
August 31, 2024 | 50.13% |
July 31, 2024 | 50.13% |
June 30, 2024 | 50.13% |
May 31, 2024 | 50.13% |
April 30, 2024 | 50.13% |
March 31, 2024 | 50.13% |
February 29, 2024 | 50.13% |
January 31, 2024 | 50.13% |
December 31, 2023 | 50.13% |
November 30, 2023 | 50.13% |
October 31, 2023 | 50.13% |
September 30, 2023 | 50.13% |
August 31, 2023 | 50.13% |
July 31, 2023 | 50.13% |
June 30, 2023 | 50.13% |
May 31, 2023 | 50.13% |
April 30, 2023 | 50.13% |
March 31, 2023 | 50.13% |
February 28, 2023 | 50.13% |
January 31, 2023 | 50.13% |
December 31, 2022 | 50.13% |
November 30, 2022 | 50.13% |
October 31, 2022 | 50.13% |
Date | Value |
---|---|
September 30, 2022 | 50.13% |
August 31, 2022 | 50.13% |
July 31, 2022 | 50.13% |
June 30, 2022 | 50.13% |
May 31, 2022 | 50.13% |
April 30, 2022 | 50.13% |
March 31, 2022 | 50.13% |
February 28, 2022 | 50.13% |
January 31, 2022 | 50.13% |
December 31, 2021 | 50.13% |
November 30, 2021 | 50.13% |
October 31, 2021 | 50.13% |
September 30, 2021 | 50.13% |
August 31, 2021 | 50.13% |
July 31, 2021 | 50.13% |
June 30, 2021 | 50.13% |
May 31, 2021 | 50.13% |
April 30, 2021 | 50.13% |
March 31, 2021 | 50.13% |
February 28, 2021 | 50.13% |
January 31, 2021 | 50.13% |
December 31, 2020 | 50.13% |
November 30, 2020 | 50.13% |
October 31, 2020 | 50.13% |
September 30, 2020 | 50.13% |
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
29.36%
Minimum
Nov 2019
50.13%
Maximum
Mar 2020
48.74%
Average
50.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Financial Group Inc | 58.98% |
The Travelers Companies Inc | 46.25% |
Fidelity National Financial Inc | 56.11% |
Investors Title Co | 43.79% |
Stewart Information Services Corp | 53.49% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.88 |
Beta (5Y) | 1.297 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.97% |
Historical Sharpe Ratio (5Y) | 0.0603 |
Historical Sortino (5Y) | 0.0783 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.04% |