Home Bancorp Inc (HBCP)
44.61
+1.11
(+2.55%)
USD |
NASDAQ |
Mar 14, 16:00
44.66
+0.04
(+0.10%)
After-Hours: 20:00
Home Bancorp Max Drawdown (5Y): 58.31% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Dime Community Bancshares Inc | 57.39% |
| Brookline Bancorp Inc | 54.48% |
| Broadway Financial Corp | 86.13% |
| Carver Bancorp Inc | 95.43% |
| Pathward Financial Inc | 64.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.610 |
| Beta (5Y) | 0.7160 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.45% |
| Historical Sharpe Ratio (5Y) | 0.2885 |
| Historical Sortino (5Y) | 0.5021 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.92% |