FS Bancorp Inc (FSBW)
33.53
+0.17
(+0.51%)
USD |
NASDAQ |
May 17, 16:00
33.52
-0.01
(-0.03%)
After-Hours: 20:00
FS Bancorp Max Drawdown (5Y): 53.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.97% |
March 31, 2024 | 53.97% |
February 29, 2024 | 53.97% |
January 31, 2024 | 53.97% |
December 31, 2023 | 53.97% |
November 30, 2023 | 53.97% |
October 31, 2023 | 53.97% |
September 30, 2023 | 53.97% |
August 31, 2023 | 53.97% |
July 31, 2023 | 53.97% |
June 30, 2023 | 53.97% |
May 31, 2023 | 53.97% |
April 30, 2023 | 53.97% |
March 31, 2023 | 53.97% |
February 28, 2023 | 53.97% |
January 31, 2023 | 53.97% |
December 31, 2022 | 53.97% |
November 30, 2022 | 53.97% |
October 31, 2022 | 53.97% |
September 30, 2022 | 53.97% |
August 31, 2022 | 53.97% |
July 31, 2022 | 53.97% |
June 30, 2022 | 53.97% |
May 31, 2022 | 53.97% |
April 30, 2022 | 53.97% |
Date | Value |
---|---|
March 31, 2022 | 53.97% |
February 28, 2022 | 53.97% |
January 31, 2022 | 53.97% |
December 31, 2021 | 53.97% |
November 30, 2021 | 53.97% |
October 31, 2021 | 53.97% |
September 30, 2021 | 53.97% |
August 31, 2021 | 53.97% |
July 31, 2021 | 53.97% |
June 30, 2021 | 53.97% |
May 31, 2021 | 53.97% |
April 30, 2021 | 53.97% |
March 31, 2021 | 53.97% |
February 28, 2021 | 53.97% |
January 31, 2021 | 53.97% |
December 31, 2020 | 53.97% |
November 30, 2020 | 53.97% |
October 31, 2020 | 53.97% |
September 30, 2020 | 53.97% |
August 31, 2020 | 53.97% |
July 31, 2020 | 53.97% |
June 30, 2020 | 53.97% |
May 31, 2020 | 53.97% |
April 30, 2020 | 53.97% |
March 31, 2020 | 53.97% |
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
35.42%
Minimum
May 2019
53.97%
Maximum
Mar 2020
50.88%
Average
53.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Brookline Bancorp Inc | 54.48% |
Broadway Financial Corp | 85.01% |
Carver Bancorp Inc | 95.43% |
Pathward Financial Inc | 64.89% |
Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.389 |
Beta (5Y) | 0.9473 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.68% |
Historical Sharpe Ratio (5Y) | 0.1275 |
Historical Sortino (5Y) | 0.1769 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.64% |