Southern First Bancshares Inc (SFST)

40.58 +0.97 (+2.45%) USD  |  NASDAQ  |  Dec 24, 16:00
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Southern First Bancshares Max Drawdown (5Y): 67.19% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Northrim BanCorp Inc 54.01%
HarborOne Bancorp Inc 48.57%
Eastern Bankshares Inc --
Texas Community Bancshares Inc --
Blue Foundry Bancorp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -12.58
Beta (5Y) 0.8253
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.33%
Historical Sharpe Ratio (5Y) -0.0396
Historical Sortino (5Y) -0.0617
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.09%