Flagstar Financial Inc (FLG)
10.91
-0.07
(-0.64%)
USD |
NYSE |
Nov 14, 12:41
Flagstar Financial Max Drawdown (5Y): 80.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.10% |
| September 30, 2024 | 80.10% |
| August 31, 2024 | 80.10% |
| July 31, 2024 | 80.10% |
| June 30, 2024 | 80.10% |
| May 31, 2024 | 80.10% |
| April 30, 2024 | 80.10% |
| March 31, 2024 | 79.50% |
| February 29, 2024 | 68.87% |
| January 31, 2024 | 51.93% |
| December 31, 2023 | 49.93% |
| November 30, 2023 | 49.93% |
| October 31, 2023 | 49.93% |
| September 30, 2023 | 49.93% |
| August 31, 2023 | 49.93% |
| July 31, 2023 | 49.93% |
| June 30, 2023 | 49.93% |
| May 31, 2023 | 49.93% |
| April 30, 2023 | 49.93% |
| March 31, 2023 | 49.93% |
| February 28, 2023 | 45.61% |
| January 31, 2023 | 45.61% |
| December 31, 2022 | 45.61% |
| November 30, 2022 | 45.61% |
| October 31, 2022 | 45.61% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.61% |
| August 31, 2022 | 45.61% |
| July 31, 2022 | 45.61% |
| June 30, 2022 | 45.61% |
| May 31, 2022 | 45.61% |
| April 30, 2022 | 45.61% |
| March 31, 2022 | 45.61% |
| February 28, 2022 | 45.61% |
| January 31, 2022 | 45.61% |
| December 31, 2021 | 45.61% |
| November 30, 2021 | 45.61% |
| October 31, 2021 | 45.61% |
| September 30, 2021 | 45.61% |
| August 31, 2021 | 45.61% |
| July 31, 2021 | 45.61% |
| June 30, 2021 | 45.61% |
| May 31, 2021 | 45.61% |
| April 30, 2021 | 45.61% |
| March 31, 2021 | 45.61% |
| February 28, 2021 | 45.61% |
| January 31, 2021 | 45.61% |
| December 31, 2020 | 45.61% |
| November 30, 2020 | 45.61% |
| October 31, 2020 | 45.61% |
| September 30, 2020 | 45.61% |
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
45.61%
Minimum
Nov 2019
80.10%
Maximum
Apr 2024
51.41%
Average
45.61%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Bank of America Corp | 48.93% |
| Axos Financial Inc | 67.32% |
| Northwest Bancshares Inc | 48.66% |
| Territorial Bancorp Inc | 74.31% |
| Valley National Bancorp | 53.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.77 |
| Beta (5Y) | 1.014 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.49% |
| Historical Sharpe Ratio (5Y) | -0.4423 |
| Historical Sortino (5Y) | -0.5566 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.56% |