First Financial Northwest Inc (FFNW)
22.11
-0.15
(-0.67%)
USD |
NASDAQ |
Nov 04, 16:00
22.14
+0.03
(+0.14%)
After-Hours: 20:00
First Financial Northwest Max Drawdown (5Y): 59.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.59% |
September 30, 2024 | 59.59% |
August 31, 2024 | 59.59% |
July 31, 2024 | 59.59% |
June 30, 2024 | 59.59% |
May 31, 2024 | 59.59% |
April 30, 2024 | 59.59% |
March 31, 2024 | 59.59% |
February 29, 2024 | 59.59% |
January 31, 2024 | 59.59% |
December 31, 2023 | 59.59% |
November 30, 2023 | 59.59% |
October 31, 2023 | 59.59% |
September 30, 2023 | 59.59% |
August 31, 2023 | 59.59% |
July 31, 2023 | 59.59% |
June 30, 2023 | 59.59% |
May 31, 2023 | 59.59% |
April 30, 2023 | 59.59% |
March 31, 2023 | 59.59% |
February 28, 2023 | 59.59% |
January 31, 2023 | 59.59% |
December 31, 2022 | 59.59% |
November 30, 2022 | 59.59% |
October 31, 2022 | 59.59% |
Date | Value |
---|---|
September 30, 2022 | 59.59% |
August 31, 2022 | 59.59% |
July 31, 2022 | 59.59% |
June 30, 2022 | 59.59% |
May 31, 2022 | 59.59% |
April 30, 2022 | 59.59% |
March 31, 2022 | 59.59% |
February 28, 2022 | 59.59% |
January 31, 2022 | 59.59% |
December 31, 2021 | 59.59% |
November 30, 2021 | 59.59% |
October 31, 2021 | 59.59% |
September 30, 2021 | 59.59% |
August 31, 2021 | 59.59% |
July 31, 2021 | 59.59% |
June 30, 2021 | 59.59% |
May 31, 2021 | 59.59% |
April 30, 2021 | 59.59% |
March 31, 2021 | 59.59% |
February 28, 2021 | 59.59% |
January 31, 2021 | 59.59% |
December 31, 2020 | 59.59% |
November 30, 2020 | 59.59% |
October 31, 2020 | 59.59% |
September 30, 2020 | 59.59% |
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
34.36%
Minimum
Nov 2019
59.59%
Maximum
May 2020
57.85%
Average
59.59%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.055 |
Beta (5Y) | 0.5307 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.42% |
Historical Sharpe Ratio (5Y) | 0.2994 |
Historical Sortino (5Y) | 0.4204 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.15% |