Heritage Financial Corp (HFWA)
26.19
+0.40
(+1.55%)
USD |
NASDAQ |
Nov 22, 10:31
Heritage Financial Max Drawdown (5Y): 55.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.34% |
| September 30, 2024 | 55.34% |
| August 31, 2024 | 55.34% |
| July 31, 2024 | 55.34% |
| June 30, 2024 | 55.34% |
| May 31, 2024 | 55.34% |
| April 30, 2024 | 55.34% |
| March 31, 2024 | 55.34% |
| February 29, 2024 | 55.34% |
| January 31, 2024 | 55.34% |
| December 31, 2023 | 55.34% |
| November 30, 2023 | 55.34% |
| October 31, 2023 | 55.34% |
| September 30, 2023 | 55.34% |
| August 31, 2023 | 55.34% |
| July 31, 2023 | 55.34% |
| June 30, 2023 | 55.34% |
| May 31, 2023 | 55.34% |
| April 30, 2023 | 55.34% |
| March 31, 2023 | 55.34% |
| February 28, 2023 | 55.34% |
| January 31, 2023 | 55.34% |
| December 31, 2022 | 55.34% |
| November 30, 2022 | 55.34% |
| October 31, 2022 | 55.34% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.34% |
| August 31, 2022 | 55.34% |
| July 31, 2022 | 55.34% |
| June 30, 2022 | 55.34% |
| May 31, 2022 | 55.34% |
| April 30, 2022 | 55.34% |
| March 31, 2022 | 55.34% |
| February 28, 2022 | 55.34% |
| January 31, 2022 | 55.34% |
| December 31, 2021 | 55.34% |
| November 30, 2021 | 55.34% |
| October 31, 2021 | 55.34% |
| September 30, 2021 | 55.34% |
| August 31, 2021 | 55.34% |
| July 31, 2021 | 55.34% |
| June 30, 2021 | 55.34% |
| May 31, 2021 | 55.34% |
| April 30, 2021 | 55.34% |
| March 31, 2021 | 55.34% |
| February 28, 2021 | 55.34% |
| January 31, 2021 | 55.34% |
| December 31, 2020 | 55.34% |
| November 30, 2020 | 55.34% |
| October 31, 2020 | 55.34% |
| September 30, 2020 | 55.34% |
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
29.82%
Minimum
Nov 2019
55.34%
Maximum
May 2020
53.54%
Average
55.34%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Berkshire Hills Bancorp Inc | 78.19% |
| 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) | -8.775 |
| Beta (5Y) | 0.5188 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.83% |
| Historical Sharpe Ratio (5Y) | -0.0596 |
| Historical Sortino (5Y) | -0.0961 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.94% |