Farmers and Merchants Bancshares Inc (FMBN)
20.23
0.00 (0.00%)
USD |
OTCM |
May 07, 16:00
Farmers and Merchants Bancshares Max Drawdown (5Y): 54.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.85% |
March 31, 2024 | 54.85% |
February 29, 2024 | 54.85% |
January 31, 2024 | 54.85% |
December 31, 2023 | 54.85% |
November 30, 2023 | 54.85% |
October 31, 2023 | 54.85% |
September 30, 2023 | 54.85% |
August 31, 2023 | 54.85% |
July 31, 2023 | 54.85% |
June 30, 2023 | 54.85% |
May 31, 2023 | 54.85% |
April 30, 2023 | 54.85% |
March 31, 2023 | 54.85% |
February 28, 2023 | 54.85% |
January 31, 2023 | 54.85% |
December 31, 2022 | 54.85% |
November 30, 2022 | 54.85% |
October 31, 2022 | 54.85% |
September 30, 2022 | 54.85% |
August 31, 2022 | 54.85% |
July 31, 2022 | 54.85% |
June 30, 2022 | 54.85% |
May 31, 2022 | 54.85% |
April 30, 2022 | 54.85% |
Date | Value |
---|---|
March 31, 2022 | 54.85% |
February 28, 2022 | 54.85% |
January 31, 2022 | 54.85% |
December 31, 2021 | 54.85% |
November 30, 2021 | 54.85% |
October 31, 2021 | 54.85% |
September 30, 2021 | 54.85% |
August 31, 2021 | 54.85% |
July 31, 2021 | 54.85% |
June 30, 2021 | 54.85% |
May 31, 2021 | 54.85% |
April 30, 2021 | 54.85% |
March 31, 2021 | 54.85% |
February 28, 2021 | 54.85% |
January 31, 2021 | 54.85% |
December 31, 2020 | 54.85% |
November 30, 2020 | 54.85% |
October 31, 2020 | 54.85% |
September 30, 2020 | 54.85% |
August 31, 2020 | 54.85% |
July 31, 2020 | 54.85% |
June 30, 2020 | 54.85% |
May 31, 2020 | 54.85% |
April 30, 2020 | 46.31% |
March 31, 2020 | 46.31% |
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
36.87%
Minimum
Feb 2020
55.06%
Maximum
May 2019
53.49%
Average
54.85%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.31 |
Beta (5Y) | 0.5406 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.88% |
Historical Sharpe Ratio (5Y) | -0.3826 |
Historical Sortino (5Y) | -0.5688 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.23% |