First Financial Maximum Drawdown vs. Semi Variance

FFBC Stock  USD 29.86  0.50  1.70%   
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First Financial Bancorp has current Maximum Drawdown of 18.14. Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough.

Maximum Drawdown

=

MAX(HIGH - LOW)

 = 
18.14
MAX = Maximum notation for the range of returns on First Financial

First Financial Maximum Drawdown Peers Comparison

First Maximum Drawdown Relative To Other Indicators

First Financial Bancorp is rated # 4 in maximum drawdown category among its peers. It is currently under evaluation in semi variance category among its peers fabricating about  0.13  of Semi Variance per Maximum Drawdown. The ratio of Maximum Drawdown to Semi Variance for First Financial Bancorp is roughly  7.65 
The MDD is one of the most important risk measures. It measures the loss in any losing period and is usually defined as the percent retrenchment from an asset peak value to the valley value. Maximum drawdown encompasses both the period from the peak to the valley (length), and the time from the valley to a new high (recovery). It measures the largest percentage drawdown that has occurred in a given time period.
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