Hanmi Financial Corp (HAFC)
15.69
+0.55
(+3.63%)
USD |
NASDAQ |
Apr 25, 11:17
Hanmi Financial Max Drawdown (5Y): 75.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 75.50% |
| February 29, 2024 | 75.50% |
| January 31, 2024 | 75.50% |
| December 31, 2023 | 75.50% |
| November 30, 2023 | 75.50% |
| October 31, 2023 | 75.50% |
| September 30, 2023 | 75.50% |
| August 31, 2023 | 75.50% |
| July 31, 2023 | 75.50% |
| June 30, 2023 | 75.50% |
| May 31, 2023 | 75.50% |
| April 30, 2023 | 75.50% |
| March 31, 2023 | 75.50% |
| February 28, 2023 | 75.50% |
| January 31, 2023 | 75.50% |
| December 31, 2022 | 75.50% |
| November 30, 2022 | 75.50% |
| October 31, 2022 | 75.50% |
| September 30, 2022 | 75.50% |
| August 31, 2022 | 75.50% |
| July 31, 2022 | 75.50% |
| June 30, 2022 | 75.50% |
| May 31, 2022 | 75.50% |
| April 30, 2022 | 75.50% |
| March 31, 2022 | 75.50% |
| Date | Value |
|---|---|
| February 28, 2022 | 75.50% |
| January 31, 2022 | 75.50% |
| December 31, 2021 | 75.50% |
| November 30, 2021 | 75.50% |
| October 31, 2021 | 75.50% |
| September 30, 2021 | 75.50% |
| August 31, 2021 | 75.50% |
| July 31, 2021 | 75.50% |
| June 30, 2021 | 75.50% |
| May 31, 2021 | 75.50% |
| April 30, 2021 | 75.50% |
| March 31, 2021 | 75.50% |
| February 28, 2021 | 75.50% |
| January 31, 2021 | 75.50% |
| December 31, 2020 | 75.50% |
| November 30, 2020 | 75.50% |
| October 31, 2020 | 75.50% |
| September 30, 2020 | 75.50% |
| August 31, 2020 | 75.12% |
| July 31, 2020 | 75.12% |
| June 30, 2020 | 75.12% |
| May 31, 2020 | 75.12% |
| April 30, 2020 | 73.90% |
| March 31, 2020 | 73.90% |
| February 29, 2020 | 50.84% |
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
46.10%
Minimum
Apr 2019
75.50%
Maximum
Sep 2020
70.24%
Average
75.50%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Capital City Bank Group Inc | 45.18% |
| Central Pacific Financial Corp | 58.71% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.94 |
| Beta (5Y) | 0.949 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.53% |
| Historical Sharpe Ratio (5Y) | -0.0817 |
| Historical Sortino (5Y) | -0.1305 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.93% |