First Hawaiian Inc (FHB)
27.29
+0.30
(+1.11%)
USD |
NASDAQ |
Nov 21, 16:00
26.92
-0.37
(-1.36%)
After-Hours: 05:43
First Hawaiian Max Drawdown (5Y): 55.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 55.88% |
September 30, 2024 | 55.88% |
August 31, 2024 | 55.88% |
July 31, 2024 | 55.88% |
June 30, 2024 | 55.88% |
May 31, 2024 | 55.88% |
April 30, 2024 | 55.88% |
March 31, 2024 | 55.88% |
February 29, 2024 | 55.88% |
January 31, 2024 | 55.88% |
December 31, 2023 | 55.88% |
November 30, 2023 | 55.88% |
October 31, 2023 | 55.88% |
September 30, 2023 | 55.88% |
August 31, 2023 | 55.88% |
July 31, 2023 | 55.88% |
June 30, 2023 | 55.88% |
May 31, 2023 | 55.88% |
April 30, 2023 | 55.88% |
March 31, 2023 | 55.88% |
February 28, 2023 | 55.88% |
January 31, 2023 | 55.88% |
December 31, 2022 | 55.88% |
November 30, 2022 | 55.88% |
October 31, 2022 | 55.88% |
Date | Value |
---|---|
September 30, 2022 | 55.88% |
August 31, 2022 | 55.88% |
July 31, 2022 | 55.88% |
June 30, 2022 | 55.88% |
May 31, 2022 | 55.88% |
April 30, 2022 | 55.88% |
March 31, 2022 | 55.88% |
February 28, 2022 | 55.88% |
January 31, 2022 | 55.88% |
December 31, 2021 | 55.88% |
November 30, 2021 | 55.88% |
October 31, 2021 | 55.88% |
September 30, 2021 | 55.88% |
August 31, 2021 | 55.88% |
July 31, 2021 | 55.88% |
June 30, 2021 | 55.88% |
May 31, 2021 | 55.88% |
April 30, 2021 | 55.88% |
March 31, 2021 | 55.88% |
February 28, 2021 | 55.88% |
January 31, 2021 | 55.88% |
December 31, 2020 | 55.88% |
November 30, 2020 | 55.88% |
October 31, 2020 | 55.88% |
September 30, 2020 | 55.88% |
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
35.56%
Minimum
Nov 2019
55.88%
Maximum
May 2020
54.42%
Average
55.88%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Bank of Hawaii Corp | 62.63% |
Central Pacific Financial Corp | 58.71% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.27 |
Beta (5Y) | 0.9654 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.91% |
Historical Sharpe Ratio (5Y) | 0.0049 |
Historical Sortino (5Y) | 0.007 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.72% |