Triumph Financial Inc (TFIN)
87.01
-0.60
(-0.68%)
USD |
NASDAQ |
Nov 04, 16:00
87.03
+0.02
(+0.02%)
Pre-Market: 20:00
Triumph Financial Max Drawdown (5Y): 65.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.58% |
| September 30, 2024 | 65.58% |
| August 31, 2024 | 65.58% |
| July 31, 2024 | 65.58% |
| June 30, 2024 | 65.58% |
| May 31, 2024 | 65.58% |
| April 30, 2024 | 65.58% |
| March 31, 2024 | 65.58% |
| February 29, 2024 | 65.58% |
| January 31, 2024 | 65.58% |
| December 31, 2023 | 65.58% |
| November 30, 2023 | 65.58% |
| October 31, 2023 | 65.58% |
| September 30, 2023 | 65.58% |
| August 31, 2023 | 65.58% |
| July 31, 2023 | 65.58% |
| June 30, 2023 | 65.58% |
| May 31, 2023 | 65.58% |
| April 30, 2023 | 65.58% |
| March 31, 2023 | 65.58% |
| February 28, 2023 | 65.58% |
| January 31, 2023 | 65.58% |
| December 31, 2022 | 65.58% |
| November 30, 2022 | 65.47% |
| October 31, 2022 | 65.47% |
| Date | Value |
|---|---|
| September 30, 2022 | 59.33% |
| August 31, 2022 | 56.47% |
| July 31, 2022 | 56.47% |
| June 30, 2022 | 56.47% |
| May 31, 2022 | 56.47% |
| April 30, 2022 | 56.47% |
| March 31, 2022 | 56.47% |
| February 28, 2022 | 56.47% |
| January 31, 2022 | 56.47% |
| December 31, 2021 | 56.47% |
| November 30, 2021 | 56.47% |
| October 31, 2021 | 56.47% |
| September 30, 2021 | 56.47% |
| August 31, 2021 | 56.47% |
| July 31, 2021 | 56.47% |
| June 30, 2021 | 56.47% |
| May 31, 2021 | 56.47% |
| April 30, 2021 | 56.47% |
| March 31, 2021 | 56.47% |
| February 28, 2021 | 56.47% |
| January 31, 2021 | 56.47% |
| December 31, 2020 | 56.47% |
| November 30, 2020 | 56.47% |
| October 31, 2020 | 56.47% |
| September 30, 2020 | 56.47% |
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
38.40%
Minimum
Nov 2019
65.58%
Maximum
Dec 2022
59.11%
Average
56.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First Citizens BancShares Inc | 47.49% |
| Cathay General Bancorp | 55.69% |
| Columbia Banking System Inc | 64.35% |
| Community West Bancshares | 52.27% |
| Eagle Bancorp Inc | 71.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.574 |
| Beta (5Y) | 1.181 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.27% |
| Historical Sharpe Ratio (5Y) | 0.3943 |
| Historical Sortino (5Y) | 0.6422 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.46% |