Southern First Bancshares, Inc. (SFST)
62.79
-0.22
(-0.35%)
USD |
NASDAQ |
Aug 25, 11:44
Southern First Bancshares Max Drawdown (5Y) : 67.19% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 67.19% |
| June 30, 2026 | 67.19% |
| May 31, 2026 | 67.19% |
| April 30, 2026 | 67.19% |
| March 31, 2026 | 67.19% |
| February 28, 2026 | 67.19% |
| January 31, 2026 | 67.19% |
| December 31, 2025 | 67.19% |
| November 30, 2025 | 67.19% |
| October 31, 2025 | 67.19% |
| September 30, 2025 | 67.19% |
| August 31, 2025 | 67.19% |
| July 31, 2025 | 67.19% |
| June 30, 2025 | 67.19% |
| May 31, 2025 | 67.19% |
| April 30, 2025 | 67.19% |
| March 31, 2025 | 67.19% |
| February 28, 2025 | 67.19% |
| January 31, 2025 | 67.19% |
| December 31, 2024 | 67.19% |
| November 30, 2024 | 67.19% |
| October 31, 2024 | 67.19% |
| September 30, 2024 | 67.19% |
| August 31, 2024 | 67.19% |
| July 31, 2024 | 67.19% |
| Date | Value |
|---|---|
| June 30, 2024 | 67.19% |
| May 31, 2024 | 67.19% |
| April 30, 2024 | 67.19% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Colony Bankcorp, Inc. | 52.28% |
| First Bancorp (North Carolina) | 44.97% |
| Ameris Bancorp | 49.08% |
| Arrow Financial Corp. | 50.55% |
| Associated Banc-Corp | 41.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.160 |
| Beta (5Y) | 0.6772 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.24% |
| Historical Sharpe Ratio (5Y) | 0.0304 |
| Historical Sortino (5Y) | 0.0553 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.13% |