First Interstate BancSystem Inc (FIBK)
33.83
+0.44
(+1.32%)
USD |
NASDAQ |
Nov 21, 16:00
33.85
+0.02
(+0.06%)
After-Hours: 20:00
First Interstate BancSystem Max Drawdown (5Y): 52.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.51% |
| September 30, 2024 | 52.51% |
| August 31, 2024 | 52.51% |
| July 31, 2024 | 52.51% |
| June 30, 2024 | 52.51% |
| May 31, 2024 | 52.51% |
| April 30, 2024 | 52.51% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
52.51%
Maximum
May 2023
43.71%
Average
41.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| QCR Holdings Inc | 52.99% |
| Farmers National Banc Corp | 41.43% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.73 |
| Beta (5Y) | 0.8130 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.47% |
| Historical Sharpe Ratio (5Y) | -0.0968 |
| Historical Sortino (5Y) | -0.1553 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.18% |