FNCB Bancorp Inc (FNCB)
5.81
+0.12
(+2.11%)
USD |
NASDAQ |
May 31, 16:00
5.79
-0.02
(-0.34%)
After-Hours: 20:00
FNCB Bancorp Max Drawdown (5Y): 52.68% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 52.68% |
April 30, 2024 | 52.68% |
March 31, 2024 | 52.68% |
February 29, 2024 | 52.68% |
January 31, 2024 | 52.68% |
December 31, 2023 | 52.68% |
November 30, 2023 | 52.68% |
October 31, 2023 | 52.68% |
September 30, 2023 | 52.68% |
August 31, 2023 | 52.68% |
July 31, 2023 | 52.68% |
June 30, 2023 | 52.68% |
May 31, 2023 | 52.68% |
April 30, 2023 | 52.68% |
March 31, 2023 | 52.68% |
February 28, 2023 | 52.68% |
January 31, 2023 | 52.68% |
December 31, 2022 | 52.68% |
November 30, 2022 | 52.68% |
October 31, 2022 | 52.68% |
September 30, 2022 | 52.68% |
August 31, 2022 | 52.68% |
July 31, 2022 | 52.68% |
June 30, 2022 | 52.68% |
May 31, 2022 | 52.68% |
Date | Value |
---|---|
April 30, 2022 | 52.68% |
March 31, 2022 | 52.68% |
February 28, 2022 | 52.68% |
January 31, 2022 | 52.68% |
December 31, 2021 | 52.68% |
November 30, 2021 | 52.68% |
October 31, 2021 | 52.68% |
September 30, 2021 | 52.68% |
August 31, 2021 | 52.68% |
July 31, 2021 | 52.68% |
June 30, 2021 | 52.68% |
May 31, 2021 | 52.68% |
April 30, 2021 | 52.68% |
March 31, 2021 | 52.68% |
February 28, 2021 | 52.68% |
January 31, 2021 | 52.68% |
December 31, 2020 | 52.68% |
November 30, 2020 | 52.68% |
October 31, 2020 | 52.68% |
September 30, 2020 | 52.68% |
August 31, 2020 | 52.68% |
July 31, 2020 | 52.68% |
June 30, 2020 | 52.42% |
May 31, 2020 | 52.42% |
April 30, 2020 | 52.42% |
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
47.04%
Minimum
Jun 2019
52.68%
Maximum
Jul 2020
51.82%
Average
52.68%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Peoples Financial Services Corp | 42.95% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.604 |
Beta (5Y) | 0.3448 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.97% |
Historical Sharpe Ratio (5Y) | -0.0994 |
Historical Sortino (5Y) | -0.1444 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.53% |