First Interstate BancSystem Inc (FIBK)
26.98
+0.03
(+0.11%)
USD |
NASDAQ |
Apr 26, 16:00
26.98
0.00 (0.00%)
After-Hours: 20:00
First Interstate BancSystem Max Drawdown (5Y): 52.51% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 52.51% |
| February 29, 2024 | 52.51% |
| January 31, 2024 | 52.51% |
| December 31, 2023 | 52.51% |
| November 30, 2023 | 52.51% |
| October 31, 2023 | 52.51% |
| September 30, 2023 | 52.51% |
| August 31, 2023 | 52.51% |
| July 31, 2023 | 52.51% |
| June 30, 2023 | 52.51% |
| May 31, 2023 | 52.51% |
| April 30, 2023 | 45.28% |
| March 31, 2023 | 41.42% |
| February 28, 2023 | 41.42% |
| January 31, 2023 | 41.42% |
| December 31, 2022 | 41.42% |
| November 30, 2022 | 41.42% |
| October 31, 2022 | 41.42% |
| September 30, 2022 | 41.42% |
| August 31, 2022 | 41.42% |
| July 31, 2022 | 41.42% |
| June 30, 2022 | 41.42% |
| May 31, 2022 | 41.42% |
| April 30, 2022 | 41.42% |
| March 31, 2022 | 41.42% |
| Date | Value |
|---|---|
| February 28, 2022 | 41.42% |
| January 31, 2022 | 41.42% |
| December 31, 2021 | 41.42% |
| November 30, 2021 | 41.42% |
| October 31, 2021 | 41.42% |
| September 30, 2021 | 41.42% |
| August 31, 2021 | 41.42% |
| July 31, 2021 | 41.42% |
| June 30, 2021 | 41.42% |
| May 31, 2021 | 41.42% |
| April 30, 2021 | 41.42% |
| March 31, 2021 | 41.42% |
| February 28, 2021 | 41.42% |
| January 31, 2021 | 41.42% |
| December 31, 2020 | 41.42% |
| November 30, 2020 | 41.42% |
| October 31, 2020 | 41.42% |
| September 30, 2020 | 41.42% |
| August 31, 2020 | 41.42% |
| July 31, 2020 | 41.42% |
| June 30, 2020 | 41.42% |
| May 31, 2020 | 41.42% |
| April 30, 2020 | 41.42% |
| March 31, 2020 | 41.42% |
| February 29, 2020 | 24.90% |
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
24.90%
Minimum
Apr 2019
52.51%
Maximum
May 2023
40.49%
Average
41.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BOK Financial Corp | 64.97% |
| First Business Financial Services Inc | 50.20% |
| First Merchants Corp | 53.02% |
| Fulton Financial Corp | 49.38% |
| Huntington Bancshares Inc | 55.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.00 |
| Beta (5Y) | 0.871 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.42% |
| Historical Sharpe Ratio (5Y) | -0.1429 |
| Historical Sortino (5Y) | -0.2189 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.18% |