HomeStreet Inc (HMST)
12.66
+0.44
(+3.60%)
USD |
NASDAQ |
Apr 19, 16:00
12.66
0.00 (0.00%)
After-Hours: 17:08
HomeStreet Max Drawdown (5Y): 91.49% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 43.65% |
July 31, 2020 | 43.65% |
June 30, 2020 | 43.65% |
May 31, 2020 | 43.65% |
April 30, 2020 | 43.65% |
March 31, 2020 | 43.65% |
February 29, 2020 | 37.35% |
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
53.82%
Average
43.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Firstsun Capital Bancorp | -- |
PNC Financial Services Group Inc | 49.58% |
Brookline Bancorp Inc | 54.48% |
Broadway Financial Corp | 82.87% |
Carver Bancorp Inc | 95.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.32 |
Beta (5Y) | 1.320 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.82% |
Historical Sharpe Ratio (5Y) | -0.1557 |
Historical Sortino (5Y) | -0.225 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.70% |