Servisfirst Bancshares Inc (SFBS)
60.26
+1.20
(+2.04%)
USD |
NYSE |
Apr 19, 16:00
60.26
0.00 (0.00%)
After-Hours: 20:00
Servisfirst Bancshares Max Drawdown (5Y): 57.15% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 57.15% |
February 29, 2024 | 57.15% |
January 31, 2024 | 57.15% |
December 31, 2023 | 57.15% |
November 30, 2023 | 57.15% |
October 31, 2023 | 57.15% |
September 30, 2023 | 57.15% |
August 31, 2023 | 57.15% |
July 31, 2023 | 57.15% |
June 30, 2023 | 57.15% |
May 31, 2023 | 57.15% |
April 30, 2023 | 48.31% |
March 31, 2023 | 43.50% |
February 28, 2023 | 42.15% |
January 31, 2023 | 42.15% |
December 31, 2022 | 42.15% |
November 30, 2022 | 42.15% |
October 31, 2022 | 42.15% |
September 30, 2022 | 42.15% |
August 31, 2022 | 42.15% |
July 31, 2022 | 42.15% |
June 30, 2022 | 42.15% |
May 31, 2022 | 42.15% |
April 30, 2022 | 42.15% |
March 31, 2022 | 42.15% |
Date | Value |
---|---|
February 28, 2022 | 42.15% |
January 31, 2022 | 42.15% |
December 31, 2021 | 42.15% |
November 30, 2021 | 42.15% |
October 31, 2021 | 42.15% |
September 30, 2021 | 42.15% |
August 31, 2021 | 42.15% |
July 31, 2021 | 42.15% |
June 30, 2021 | 42.15% |
May 31, 2021 | 42.15% |
April 30, 2021 | 42.15% |
March 31, 2021 | 42.15% |
February 28, 2021 | 42.15% |
January 31, 2021 | 42.15% |
December 31, 2020 | 42.15% |
November 30, 2020 | 42.15% |
October 31, 2020 | 42.15% |
September 30, 2020 | 42.15% |
August 31, 2020 | 42.15% |
July 31, 2020 | 42.15% |
June 30, 2020 | 42.15% |
May 31, 2020 | 42.15% |
April 30, 2020 | 42.15% |
March 31, 2020 | 42.15% |
February 29, 2020 | 33.15% |
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
32.13%
Minimum
Apr 2019
57.15%
Maximum
May 2023
43.31%
Average
42.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Banner Corp | 56.45% |
CVB Financial Corp | 61.73% |
International Bancshares Corp | 63.38% |
Independent Bank Corp | 52.59% |
Bank OZK | 70.41% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.932 |
Beta (5Y) | 0.8805 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.96% |
Historical Sharpe Ratio (5Y) | 0.3703 |
Historical Sortino (5Y) | 0.6181 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.10% |