First Financial Bancorp (FFBC)
25.82
+0.46
(+1.83%)
USD |
NASDAQ |
Nov 05, 16:00
25.82
0.00 (0.00%)
After-Hours: 20:00
First Financial Bancorp Max Drawdown (5Y): 63.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 63.48% |
September 30, 2024 | 63.48% |
August 31, 2024 | 63.48% |
July 31, 2024 | 63.48% |
June 30, 2024 | 63.48% |
May 31, 2024 | 63.48% |
April 30, 2024 | 63.48% |
March 31, 2024 | 63.48% |
February 29, 2024 | 63.48% |
January 31, 2024 | 63.48% |
December 31, 2023 | 63.48% |
November 30, 2023 | 63.48% |
October 31, 2023 | 63.48% |
September 30, 2023 | 63.48% |
August 31, 2023 | 63.48% |
July 31, 2023 | 63.48% |
June 30, 2023 | 63.48% |
May 31, 2023 | 63.48% |
April 30, 2023 | 63.48% |
March 31, 2023 | 63.48% |
February 28, 2023 | 63.48% |
January 31, 2023 | 63.48% |
December 31, 2022 | 63.48% |
November 30, 2022 | 63.48% |
October 31, 2022 | 63.48% |
Date | Value |
---|---|
September 30, 2022 | 63.48% |
August 31, 2022 | 63.48% |
July 31, 2022 | 63.48% |
June 30, 2022 | 63.48% |
May 31, 2022 | 63.48% |
April 30, 2022 | 63.48% |
March 31, 2022 | 63.48% |
February 28, 2022 | 63.48% |
January 31, 2022 | 63.48% |
December 31, 2021 | 63.48% |
November 30, 2021 | 63.48% |
October 31, 2021 | 63.48% |
September 30, 2021 | 63.48% |
August 31, 2021 | 63.48% |
July 31, 2021 | 63.48% |
June 30, 2021 | 63.48% |
May 31, 2021 | 63.48% |
April 30, 2021 | 63.48% |
March 31, 2021 | 63.48% |
February 28, 2021 | 63.48% |
January 31, 2021 | 63.48% |
December 31, 2020 | 63.48% |
November 30, 2020 | 63.48% |
October 31, 2020 | 63.48% |
September 30, 2020 | 63.48% |
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
32.32%
Minimum
Nov 2019
63.48%
Maximum
May 2020
61.32%
Average
63.48%
Median
May 2020
Max Drawdown (5Y) Benchmarks
First of Long Island Corp | 56.72% |
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) | -8.742 |
Beta (5Y) | 0.9864 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.80% |
Historical Sharpe Ratio (5Y) | 0.1115 |
Historical Sortino (5Y) | 0.1628 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.02% |