Simmons First National Corp (SFNC)
17.50
-0.35
(-1.96%)
USD |
NASDAQ |
Apr 26, 16:00
17.50
0.00 (0.00%)
After-Hours: 19:06
Simmons First National Max Drawdown (5Y): 74.32% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 74.32% |
February 29, 2024 | 74.32% |
January 31, 2024 | 74.32% |
December 31, 2023 | 74.32% |
November 30, 2023 | 74.32% |
October 31, 2023 | 74.32% |
September 30, 2023 | 74.32% |
August 31, 2023 | 74.32% |
July 31, 2023 | 74.32% |
June 30, 2023 | 74.32% |
May 31, 2023 | 74.32% |
April 30, 2023 | 74.32% |
March 31, 2023 | 74.32% |
February 28, 2023 | 74.32% |
January 31, 2023 | 74.32% |
December 31, 2022 | 74.32% |
November 30, 2022 | 74.32% |
October 31, 2022 | 74.32% |
September 30, 2022 | 74.32% |
August 31, 2022 | 74.32% |
July 31, 2022 | 74.32% |
June 30, 2022 | 74.32% |
May 31, 2022 | 74.32% |
April 30, 2022 | 74.32% |
March 31, 2022 | 74.32% |
Date | Value |
---|---|
February 28, 2022 | 74.32% |
January 31, 2022 | 74.32% |
December 31, 2021 | 74.32% |
November 30, 2021 | 74.32% |
October 31, 2021 | 74.32% |
September 30, 2021 | 74.32% |
August 31, 2021 | 74.32% |
July 31, 2021 | 74.32% |
June 30, 2021 | 74.32% |
May 31, 2021 | 74.32% |
April 30, 2021 | 74.32% |
March 31, 2021 | 74.32% |
February 28, 2021 | 74.32% |
January 31, 2021 | 74.32% |
December 31, 2020 | 74.32% |
November 30, 2020 | 74.32% |
October 31, 2020 | 74.32% |
September 30, 2020 | 74.32% |
August 31, 2020 | 74.32% |
July 31, 2020 | 74.32% |
June 30, 2020 | 74.32% |
May 31, 2020 | 74.32% |
April 30, 2020 | 73.33% |
March 31, 2020 | 73.33% |
February 29, 2020 | 62.54% |
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
61.18%
Minimum
Apr 2019
74.32%
Maximum
May 2020
71.92%
Average
74.32%
Median
May 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) | -14.61 |
Beta (5Y) | 0.8745 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.19% |
Historical Sharpe Ratio (5Y) | -0.0934 |
Historical Sortino (5Y) | -0.1598 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.49% |