Flagstar Financial Inc (FLG)
10.78
+0.02
(+0.19%)
USD |
NYSE |
Nov 21, 16:00
10.80
+0.02
(+0.19%)
After-Hours: 20:00
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) | 1.015 |
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% |