Southern First Bancshares Inc (SFST)
26.20
-0.54
(-2.00%)
USD |
NASDAQ |
Apr 30, 14:43
Southern First Bancshares Max Drawdown (5Y): 67.19% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 67.19% |
| February 29, 2024 | 67.19% |
| January 31, 2024 | 67.19% |
| December 31, 2023 | 67.19% |
| November 30, 2023 | 67.19% |
| October 31, 2023 | 67.19% |
| September 30, 2023 | 67.19% |
| August 31, 2023 | 67.19% |
| July 31, 2023 | 67.19% |
| June 30, 2023 | 67.19% |
| May 31, 2023 | 67.19% |
| April 30, 2023 | 58.95% |
| March 31, 2023 | 55.24% |
| February 28, 2023 | 55.24% |
| January 31, 2023 | 55.24% |
| December 31, 2022 | 55.24% |
| November 30, 2022 | 55.24% |
| October 31, 2022 | 55.24% |
| September 30, 2022 | 55.24% |
| August 31, 2022 | 55.24% |
| July 31, 2022 | 55.24% |
| June 30, 2022 | 55.24% |
| May 31, 2022 | 55.24% |
| April 30, 2022 | 55.24% |
| March 31, 2022 | 55.24% |
| Date | Value |
|---|---|
| February 28, 2022 | 55.24% |
| January 31, 2022 | 55.24% |
| December 31, 2021 | 55.24% |
| November 30, 2021 | 55.24% |
| October 31, 2021 | 55.24% |
| September 30, 2021 | 55.24% |
| August 31, 2021 | 55.24% |
| July 31, 2021 | 55.24% |
| June 30, 2021 | 55.24% |
| May 31, 2021 | 55.24% |
| April 30, 2021 | 55.24% |
| March 31, 2021 | 55.24% |
| February 28, 2021 | 55.24% |
| January 31, 2021 | 55.24% |
| December 31, 2020 | 55.24% |
| November 30, 2020 | 55.24% |
| October 31, 2020 | 55.24% |
| September 30, 2020 | 55.24% |
| August 31, 2020 | 55.24% |
| July 31, 2020 | 55.24% |
| June 30, 2020 | 55.24% |
| May 31, 2020 | 55.24% |
| April 30, 2020 | 55.24% |
| March 31, 2020 | 55.24% |
| February 29, 2020 | 37.41% |
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
37.41%
Minimum
Apr 2019
67.19%
Maximum
May 2023
54.23%
Average
55.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Colony Bankcorp Inc | 52.28% |
| Northrim BanCorp Inc | 54.01% |
| HarborOne Bancorp Inc | 48.57% |
| Eastern Bankshares Inc | -- |
| Texas Community Bancshares Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.47 |
| Beta (5Y) | 0.7813 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.15% |
| Historical Sharpe Ratio (5Y) | -0.0906 |
| Historical Sortino (5Y) | -0.1297 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.48% |