First Financial Bancorp (FFBC)
22.63
-0.71
(-3.04%)
USD |
NASDAQ |
Apr 10, 10:01
First Financial Bancorp Max Drawdown (5Y): 63.48% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Independent Bank Corp | 52.59% |
| Fidelity D & D Bancorp Inc | 55.74% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 52.18% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4513 |
| Beta (5Y) | 0.8532 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.60% |
| Historical Sharpe Ratio (5Y) | 0.4174 |
| Historical Sortino (5Y) | 0.9868 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.83% |