Hanmi Financial Corp (HAFC)
25.75
+0.40
(+1.58%)
USD |
NASDAQ |
Nov 21, 16:00
21.40
-4.35
(-16.89%)
After-Hours: 05:18
Hanmi Financial Max Drawdown (5Y): 75.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.50% |
| September 30, 2024 | 75.50% |
| August 31, 2024 | 75.50% |
| July 31, 2024 | 75.50% |
| June 30, 2024 | 75.50% |
| May 31, 2024 | 75.50% |
| April 30, 2024 | 75.50% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
47.42%
Minimum
Nov 2019
75.50%
Maximum
Sep 2020
73.61%
Average
75.50%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Cullen/Frost Bankers Inc | 56.84% |
| S&T Bancorp Inc | 61.74% |
| Farmers National Banc Corp | 41.43% |
| CB Financial Services Inc | 50.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.045 |
| Beta (5Y) | 0.8379 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.29% |
| Historical Sharpe Ratio (5Y) | 0.1303 |
| Historical Sortino (5Y) | 0.2094 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.85% |