HMN Financial Inc (HMNF)
19.45
-0.03
(-0.15%)
USD |
NASDAQ |
May 03, 16:00
HMN Financial Max Drawdown (5Y): 42.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 42.09% |
| March 31, 2024 | 42.09% |
| February 29, 2024 | 42.09% |
| January 31, 2024 | 42.09% |
| December 31, 2023 | 42.09% |
| November 30, 2023 | 42.09% |
| October 31, 2023 | 42.09% |
| September 30, 2023 | 42.09% |
| August 31, 2023 | 42.09% |
| July 31, 2023 | 42.09% |
| June 30, 2023 | 42.09% |
| May 31, 2023 | 42.09% |
| April 30, 2023 | 42.09% |
| March 31, 2023 | 42.09% |
| February 28, 2023 | 42.09% |
| January 31, 2023 | 42.09% |
| December 31, 2022 | 42.09% |
| November 30, 2022 | 42.09% |
| October 31, 2022 | 42.09% |
| September 30, 2022 | 42.09% |
| August 31, 2022 | 42.09% |
| July 31, 2022 | 42.09% |
| June 30, 2022 | 42.09% |
| May 31, 2022 | 42.09% |
| April 30, 2022 | 42.09% |
| Date | Value |
|---|---|
| March 31, 2022 | 42.09% |
| February 28, 2022 | 42.09% |
| January 31, 2022 | 42.09% |
| December 31, 2021 | 42.09% |
| November 30, 2021 | 42.09% |
| October 31, 2021 | 42.09% |
| September 30, 2021 | 42.09% |
| August 31, 2021 | 42.09% |
| July 31, 2021 | 42.09% |
| June 30, 2021 | 42.09% |
| May 31, 2021 | 42.09% |
| April 30, 2021 | 42.09% |
| March 31, 2021 | 42.09% |
| February 28, 2021 | 42.09% |
| January 31, 2021 | 42.09% |
| December 31, 2020 | 42.09% |
| November 30, 2020 | 42.09% |
| October 31, 2020 | 42.09% |
| September 30, 2020 | 42.05% |
| August 31, 2020 | 40.91% |
| July 31, 2020 | 40.91% |
| June 30, 2020 | 39.42% |
| May 31, 2020 | 39.42% |
| April 30, 2020 | 33.57% |
| March 31, 2020 | 32.17% |
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
19.26%
Minimum
May 2019
42.09%
Maximum
Oct 2020
37.85%
Average
42.09%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Brookline Bancorp Inc | 54.48% |
| Broadway Financial Corp | 85.01% |
| Carver Bancorp Inc | 95.43% |
| Pathward Financial Inc | 64.89% |
| Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.399 |
| Beta (5Y) | 0.1629 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.25% |
| Historical Sharpe Ratio (5Y) | -0.1611 |
| Historical Sortino (5Y) | -0.2494 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.74% |