Hanmi Financial Corp (HAFC)

23.64 +0.27 (+1.16%) USD  |  NASDAQ  |  Dec 20, 16:00
23.65 +0.01 (+0.04%) After-Hours: 20:00
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Hanmi Financial Max Drawdown (5Y): 75.50% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Farmers National Banc Corp 41.43%
Bar Harbor Bankshares Inc 54.34%
S&T Bancorp Inc 61.74%
Westamerica Bancorp 40.80%
CB Financial Services Inc 50.76%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.173
Beta (5Y) 0.8707
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 45.63%
Historical Sharpe Ratio (5Y) 0.1853
Historical Sortino (5Y) 0.3041
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.85%