FB Financial Corp (FBK)

51.48 +0.44 (+0.86%) USD  |  NYSE  |  Dec 20, 16:00
51.46 -0.02 (-0.04%) After-Hours: 20:00
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FB Financial Max Drawdown (5Y): 65.24% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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BCB Bancorp Inc 50.84%
Cadence Bank 47.64%
Independent Bank Corp 52.59%
Renasant Corp 59.79%
Bar Harbor Bankshares Inc 54.34%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.228
Beta (5Y) 1.147
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.71%
Historical Sharpe Ratio (5Y) 0.1785
Historical Sortino (5Y) 0.2443
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.24%