FS Bancorp Inc (FSBW)

45.59 +0.38 (+0.84%) USD  |  NASDAQ  |  Dec 13, 16:00
45.42 -0.17 (-0.37%) After-Hours: 20:00
More

FS Bancorp Max Drawdown (5Y): 53.97% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for FSBW.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Brookline Bancorp Inc 54.48%
Broadway Financial Corp 86.13%
Carver Bancorp Inc 95.43%
Pathward Financial Inc 64.89%
Capitol Federal Financial Inc 63.80%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.403
Beta (5Y) 0.9412
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.76%
Historical Sharpe Ratio (5Y) 0.3012
Historical Sortino (5Y) 0.4298
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.64%