First Financial Bankshares Inc (FFIN)
32.82
+0.24
(+0.74%)
USD |
NASDAQ |
Mar 28, 16:00
32.82
0.00 (0.00%)
After-Hours: 20:00
First Financial Bankshares Max Drawdown (5Y): 55.96% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 55.96% |
January 31, 2024 | 55.96% |
December 31, 2023 | 55.96% |
November 30, 2023 | 55.96% |
October 31, 2023 | 55.96% |
September 30, 2023 | 54.38% |
August 31, 2023 | 51.78% |
July 31, 2023 | 51.78% |
June 30, 2023 | 51.78% |
May 31, 2023 | 51.78% |
April 30, 2023 | 47.76% |
March 31, 2023 | 43.85% |
February 28, 2023 | 38.79% |
January 31, 2023 | 38.79% |
December 31, 2022 | 38.79% |
November 30, 2022 | 35.11% |
October 31, 2022 | 35.11% |
September 30, 2022 | 35.11% |
August 31, 2022 | 35.11% |
July 31, 2022 | 35.11% |
June 30, 2022 | 35.11% |
May 31, 2022 | 35.11% |
April 30, 2022 | 35.11% |
March 31, 2022 | 35.11% |
February 28, 2022 | 35.11% |
Date | Value |
---|---|
January 31, 2022 | 35.11% |
December 31, 2021 | 35.11% |
November 30, 2021 | 35.11% |
October 31, 2021 | 35.11% |
September 30, 2021 | 35.11% |
August 31, 2021 | 35.11% |
July 31, 2021 | 35.11% |
June 30, 2021 | 35.11% |
May 31, 2021 | 35.11% |
April 30, 2021 | 35.11% |
March 31, 2021 | 35.11% |
February 28, 2021 | 35.11% |
January 31, 2021 | 35.11% |
December 31, 2020 | 35.11% |
November 30, 2020 | 35.11% |
October 31, 2020 | 35.11% |
September 30, 2020 | 35.11% |
August 31, 2020 | 35.11% |
July 31, 2020 | 35.11% |
June 30, 2020 | 35.11% |
May 31, 2020 | 35.11% |
April 30, 2020 | 35.11% |
March 31, 2020 | 35.11% |
February 29, 2020 | 31.75% |
January 31, 2020 | 31.75% |
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
31.75%
Minimum
Mar 2019
55.96%
Maximum
Oct 2023
38.15%
Average
35.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 44.54% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.56 |
Beta (5Y) | 0.807 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.17% |
Historical Sharpe Ratio (5Y) | -0.0402 |
Historical Sortino (5Y) | -0.0662 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.25% |