Simmons First National Corp (SFNC)
24.52
-0.26
(-1.07%)
USD |
NASDAQ |
Nov 14, 16:00
24.52
0.00 (0.00%)
After-Hours: 20:00
Simmons First National Max Drawdown (5Y): 54.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.23% |
| September 30, 2024 | 54.23% |
| August 31, 2024 | 54.23% |
| July 31, 2024 | 54.23% |
| June 30, 2024 | 54.23% |
| May 31, 2024 | 54.23% |
| April 30, 2024 | 54.23% |
| March 31, 2024 | 54.23% |
| February 29, 2024 | 54.23% |
| January 31, 2024 | 54.23% |
| December 31, 2023 | 54.23% |
| November 30, 2023 | 54.23% |
| October 31, 2023 | 54.23% |
| September 30, 2023 | 54.23% |
| August 31, 2023 | 54.23% |
| July 31, 2023 | 54.23% |
| June 30, 2023 | 54.23% |
| May 31, 2023 | 54.23% |
| April 30, 2023 | 54.23% |
| March 31, 2023 | 54.23% |
| February 28, 2023 | 54.23% |
| January 31, 2023 | 54.23% |
| December 31, 2022 | 54.23% |
| November 30, 2022 | 54.23% |
| October 31, 2022 | 54.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.23% |
| August 31, 2022 | 54.23% |
| July 31, 2022 | 54.23% |
| June 30, 2022 | 54.23% |
| May 31, 2022 | 54.23% |
| April 30, 2022 | 54.23% |
| March 31, 2022 | 54.23% |
| February 28, 2022 | 54.23% |
| January 31, 2022 | 54.23% |
| December 31, 2021 | 54.23% |
| November 30, 2021 | 54.23% |
| October 31, 2021 | 54.23% |
| September 30, 2021 | 54.23% |
| August 31, 2021 | 54.23% |
| July 31, 2021 | 54.23% |
| June 30, 2021 | 54.23% |
| May 31, 2021 | 54.23% |
| April 30, 2021 | 54.23% |
| March 31, 2021 | 54.23% |
| February 28, 2021 | 54.23% |
| January 31, 2021 | 54.23% |
| December 31, 2020 | 54.23% |
| November 30, 2020 | 54.23% |
| October 31, 2020 | 54.23% |
| September 30, 2020 | 54.23% |
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
31.51%
Minimum
Nov 2019
54.23%
Maximum
May 2020
52.68%
Average
54.23%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Cathay General Bancorp | 55.69% |
| Eagle Bancorp Inc | 71.97% |
| East West Bancorp Inc | 67.67% |
| First Citizens BancShares Inc | 47.49% |
| Flushing Financial Corp | 67.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.49 |
| Beta (5Y) | 0.8634 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.52% |
| Historical Sharpe Ratio (5Y) | 0.0183 |
| Historical Sortino (5Y) | 0.0326 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.49% |