HomeStreet Inc (HMST)
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USD |
NASDAQ |
Nov 14, 16:00
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+0.02
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After-Hours: 20:00
HomeStreet Max Drawdown (5Y): 91.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.49% |
| September 30, 2024 | 91.49% |
| August 31, 2024 | 91.49% |
| July 31, 2024 | 91.49% |
| June 30, 2024 | 91.49% |
| May 31, 2024 | 91.49% |
| April 30, 2024 | 91.49% |
| March 31, 2024 | 91.49% |
| February 29, 2024 | 91.49% |
| January 31, 2024 | 91.49% |
| December 31, 2023 | 91.49% |
| November 30, 2023 | 91.49% |
| October 31, 2023 | 91.49% |
| September 30, 2023 | 90.19% |
| August 31, 2023 | 90.19% |
| July 31, 2023 | 90.19% |
| June 30, 2023 | 90.19% |
| May 31, 2023 | 90.19% |
| April 30, 2023 | 82.03% |
| March 31, 2023 | 68.36% |
| February 28, 2023 | 57.90% |
| January 31, 2023 | 57.90% |
| December 31, 2022 | 57.90% |
| November 30, 2022 | 57.90% |
| October 31, 2022 | 53.68% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.30% |
| August 31, 2022 | 43.65% |
| July 31, 2022 | 43.65% |
| June 30, 2022 | 43.65% |
| May 31, 2022 | 43.65% |
| April 30, 2022 | 43.65% |
| March 31, 2022 | 43.65% |
| February 28, 2022 | 43.65% |
| January 31, 2022 | 43.65% |
| December 31, 2021 | 43.65% |
| November 30, 2021 | 43.65% |
| October 31, 2021 | 43.65% |
| September 30, 2021 | 43.65% |
| August 31, 2021 | 43.65% |
| July 31, 2021 | 43.65% |
| June 30, 2021 | 43.65% |
| May 31, 2021 | 43.65% |
| April 30, 2021 | 43.65% |
| March 31, 2021 | 43.65% |
| February 28, 2021 | 43.65% |
| January 31, 2021 | 43.65% |
| December 31, 2020 | 43.65% |
| November 30, 2020 | 43.65% |
| October 31, 2020 | 43.65% |
| September 30, 2020 | 43.65% |
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
37.35%
Minimum
Dec 2019
91.49%
Maximum
Oct 2023
59.72%
Average
43.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Firstsun Capital Bancorp | -- |
| 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) | -39.86 |
| Beta (5Y) | 1.424 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.50% |
| Historical Sharpe Ratio (5Y) | -0.3135 |
| Historical Sortino (5Y) | -0.4771 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.99% |