First Business Financial Services Inc (FBIZ)
34.85
-0.11
(-0.31%)
USD |
NASDAQ |
May 02, 11:15
First Business Financial Services Max Drawdown (5Y): 50.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.20% |
March 31, 2024 | 50.20% |
February 29, 2024 | 50.20% |
January 31, 2024 | 50.20% |
December 31, 2023 | 50.20% |
November 30, 2023 | 50.20% |
October 31, 2023 | 50.20% |
September 30, 2023 | 50.20% |
August 31, 2023 | 50.20% |
July 31, 2023 | 50.20% |
June 30, 2023 | 50.20% |
May 31, 2023 | 50.20% |
April 30, 2023 | 50.20% |
March 31, 2023 | 50.20% |
February 28, 2023 | 50.20% |
January 31, 2023 | 50.20% |
December 31, 2022 | 50.20% |
November 30, 2022 | 50.20% |
October 31, 2022 | 50.20% |
September 30, 2022 | 50.20% |
August 31, 2022 | 50.20% |
July 31, 2022 | 50.20% |
June 30, 2022 | 50.20% |
May 31, 2022 | 50.20% |
April 30, 2022 | 50.20% |
Date | Value |
---|---|
March 31, 2022 | 50.20% |
February 28, 2022 | 50.20% |
January 31, 2022 | 50.20% |
December 31, 2021 | 50.20% |
November 30, 2021 | 50.20% |
October 31, 2021 | 50.20% |
September 30, 2021 | 50.20% |
August 31, 2021 | 50.20% |
July 31, 2021 | 50.20% |
June 30, 2021 | 50.20% |
May 31, 2021 | 50.20% |
April 30, 2021 | 50.20% |
March 31, 2021 | 50.20% |
February 28, 2021 | 50.20% |
January 31, 2021 | 50.20% |
December 31, 2020 | 50.20% |
November 30, 2020 | 50.20% |
October 31, 2020 | 50.20% |
September 30, 2020 | 50.20% |
August 31, 2020 | 50.20% |
July 31, 2020 | 50.20% |
June 30, 2020 | 50.20% |
May 31, 2020 | 50.20% |
April 30, 2020 | 50.20% |
March 31, 2020 | 50.20% |
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
30.07%
Minimum
May 2019
50.20%
Maximum
Mar 2020
46.85%
Average
50.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First Interstate BancSystem Inc | 52.51% |
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) | -0.2746 |
Beta (5Y) | 0.7914 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.96% |
Historical Sharpe Ratio (5Y) | 0.2444 |
Historical Sortino (5Y) | 0.3324 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.74% |