First Western Financial Inc (MYFW)
17.68
-0.14
(-0.79%)
USD |
NASDAQ |
May 10, 16:00
17.58
-0.10
(-0.57%)
After-Hours: 20:00
First Western Financial Max Drawdown (5Y): 60.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 60.78% |
March 31, 2024 | 60.78% |
February 29, 2024 | 60.78% |
January 31, 2024 | 60.60% |
December 31, 2023 | 60.60% |
November 30, 2023 | 60.60% |
October 31, 2023 | 60.60% |
September 30, 2023 | 57.28% |
August 31, 2023 | 57.28% |
July 31, 2023 | 57.28% |
June 30, 2023 | 57.28% |
May 31, 2023 | 57.28% |
April 30, 2023 | 49.51% |
March 31, 2023 | 44.37% |
February 28, 2023 | 44.37% |
January 31, 2023 | 44.37% |
December 31, 2022 | 44.37% |
November 30, 2022 | 44.37% |
October 31, 2022 | 44.37% |
September 30, 2022 | 44.37% |
August 31, 2022 | 44.37% |
July 31, 2022 | 44.37% |
June 30, 2022 | 44.37% |
May 31, 2022 | 44.37% |
April 30, 2022 | 44.37% |
Date | Value |
---|---|
March 31, 2022 | 44.37% |
February 28, 2022 | 44.37% |
January 31, 2022 | 44.37% |
December 31, 2021 | 44.37% |
November 30, 2021 | 44.37% |
October 31, 2021 | 44.37% |
September 30, 2021 | 44.37% |
August 31, 2021 | 44.37% |
July 31, 2021 | 44.37% |
June 30, 2021 | 44.37% |
May 31, 2021 | 44.37% |
April 30, 2021 | 44.37% |
March 31, 2021 | 44.37% |
February 28, 2021 | 44.37% |
January 31, 2021 | 44.37% |
December 31, 2020 | 44.37% |
November 30, 2020 | 44.37% |
October 31, 2020 | 44.37% |
September 30, 2020 | 44.37% |
August 31, 2020 | 44.37% |
July 31, 2020 | 44.37% |
June 30, 2020 | 44.37% |
May 31, 2020 | 44.37% |
April 30, 2020 | 44.37% |
March 31, 2020 | 44.37% |
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
44.37%
Minimum
May 2019
60.78%
Maximum
Feb 2024
47.43%
Average
44.37%
Median
May 2019
Max Drawdown (5Y) Benchmarks
First Community Corp | 50.36% |
Wintrust Financial Corp | 74.50% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.493 |
Beta (5Y) | 0.6187 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.17% |
Historical Sharpe Ratio (5Y) | 0.0349 |
Historical Sortino (5Y) | 0.0561 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.27% |