Integrated Financial Holdings Inc (IFHI)
33.80
-0.10
(-0.30%)
USD |
OTCM |
Oct 01, 16:00
Integrated Financial Holdings Max Drawdown (5Y): 53.88% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 53.88% |
| August 31, 2024 | 53.88% |
| July 31, 2024 | 53.88% |
| June 30, 2024 | 53.88% |
| May 31, 2024 | 53.88% |
| April 30, 2024 | 53.88% |
| March 31, 2024 | 53.88% |
| February 29, 2024 | 53.88% |
| January 31, 2024 | 53.88% |
| December 31, 2023 | 53.88% |
| November 30, 2023 | 53.88% |
| October 31, 2023 | 53.88% |
| September 30, 2023 | 53.88% |
| August 31, 2023 | 53.88% |
| July 31, 2023 | 53.88% |
| June 30, 2023 | 53.88% |
| May 31, 2023 | 53.88% |
| April 30, 2023 | 53.88% |
| March 31, 2023 | 53.88% |
| February 28, 2023 | 53.88% |
| January 31, 2023 | 53.88% |
| December 31, 2022 | 53.88% |
| November 30, 2022 | 53.88% |
| October 31, 2022 | 53.88% |
| September 30, 2022 | 53.88% |
| Date | Value |
|---|---|
| August 31, 2022 | 53.88% |
| July 31, 2022 | 53.88% |
| June 30, 2022 | 53.88% |
| May 31, 2022 | 53.88% |
| April 30, 2022 | 53.88% |
| March 31, 2022 | 53.88% |
| February 28, 2022 | 53.88% |
| January 31, 2022 | 53.88% |
| December 31, 2021 | 53.88% |
| November 30, 2021 | 53.88% |
| October 31, 2021 | 53.88% |
| September 30, 2021 | 53.88% |
| August 31, 2021 | 53.88% |
| July 31, 2021 | 53.88% |
| June 30, 2021 | 53.88% |
| May 31, 2021 | 53.88% |
| April 30, 2021 | 53.88% |
| March 31, 2021 | 53.88% |
| February 28, 2021 | 53.88% |
| January 31, 2021 | 53.88% |
| December 31, 2020 | 53.88% |
| November 30, 2020 | 53.88% |
| October 31, 2020 | 53.88% |
| September 30, 2020 | 53.88% |
| August 31, 2020 | 53.88% |
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
25.74%
Minimum
Nov 2019
53.88%
Maximum
May 2020
51.90%
Average
53.88%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Capital Bancorp Inc | 53.68% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.049 |
| Beta (5Y) | 0.2189 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.40% |
| Historical Sharpe Ratio (5Y) | 0.1756 |
| Historical Sortino (5Y) | 0.2709 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.54% |