Premier Financial Corp (PFC)
28.26
+0.76
(+2.76%)
USD |
NASDAQ |
Nov 21, 16:00
27.19
-1.07
(-3.79%)
Pre-Market: 08:47
Premier Financial Max Drawdown (5Y): 64.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 64.82% |
September 30, 2024 | 64.82% |
August 31, 2024 | 64.82% |
July 31, 2024 | 64.82% |
June 30, 2024 | 64.82% |
May 31, 2024 | 64.82% |
April 30, 2024 | 64.82% |
March 31, 2024 | 64.82% |
February 29, 2024 | 64.82% |
January 31, 2024 | 64.82% |
December 31, 2023 | 64.82% |
November 30, 2023 | 64.82% |
October 31, 2023 | 64.82% |
September 30, 2023 | 64.82% |
August 31, 2023 | 64.82% |
July 31, 2023 | 64.82% |
June 30, 2023 | 64.82% |
May 31, 2023 | 64.82% |
April 30, 2023 | 64.82% |
March 31, 2023 | 64.82% |
February 28, 2023 | 64.82% |
January 31, 2023 | 64.82% |
December 31, 2022 | 64.82% |
November 30, 2022 | 64.82% |
October 31, 2022 | 64.82% |
Date | Value |
---|---|
September 30, 2022 | 64.82% |
August 31, 2022 | 64.82% |
July 31, 2022 | 64.82% |
June 30, 2022 | 64.82% |
May 31, 2022 | 64.82% |
April 30, 2022 | 64.82% |
March 31, 2022 | 64.82% |
February 28, 2022 | 64.82% |
January 31, 2022 | 64.82% |
December 31, 2021 | 64.82% |
November 30, 2021 | 64.82% |
October 31, 2021 | 64.82% |
September 30, 2021 | 64.82% |
August 31, 2021 | 64.82% |
July 31, 2021 | 64.82% |
June 30, 2021 | 64.82% |
May 31, 2021 | 64.82% |
April 30, 2021 | 64.82% |
March 31, 2021 | 64.82% |
February 28, 2021 | 64.82% |
January 31, 2021 | 64.82% |
December 31, 2020 | 64.82% |
November 30, 2020 | 64.82% |
October 31, 2020 | 64.82% |
September 30, 2020 | 64.82% |
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
30.87%
Minimum
Nov 2019
64.82%
Maximum
Mar 2020
62.56%
Average
64.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Wesbanco Inc | 61.57% |
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) | -18.23 |
Beta (5Y) | 1.248 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.98% |
Historical Sharpe Ratio (5Y) | -0.0471 |
Historical Sortino (5Y) | -0.0687 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.49% |