First Resource Bancorp Inc (FRSB)
13.00
-0.70
(-5.11%)
USD |
OTCM |
May 21, 16:00
First Resource Bancorp Max Drawdown (5Y): 48.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.12% |
March 31, 2024 | 48.12% |
February 29, 2024 | 48.12% |
January 31, 2024 | 48.12% |
December 31, 2023 | 48.12% |
November 30, 2023 | 48.12% |
October 31, 2023 | 48.12% |
September 30, 2023 | 48.12% |
August 31, 2023 | 48.12% |
July 31, 2023 | 48.12% |
June 30, 2023 | 48.12% |
May 31, 2023 | 48.12% |
April 30, 2023 | 48.12% |
March 31, 2023 | 48.12% |
February 28, 2023 | 48.12% |
January 31, 2023 | 48.12% |
December 31, 2022 | 48.12% |
November 30, 2022 | 48.12% |
October 31, 2022 | 48.12% |
September 30, 2022 | 48.12% |
August 31, 2022 | 48.12% |
July 31, 2022 | 48.12% |
June 30, 2022 | 48.12% |
May 31, 2022 | 48.12% |
April 30, 2022 | 48.12% |
Date | Value |
---|---|
March 31, 2022 | 48.12% |
February 28, 2022 | 48.12% |
January 31, 2022 | 48.12% |
December 31, 2021 | 48.12% |
November 30, 2021 | 48.12% |
October 31, 2021 | 48.12% |
September 30, 2021 | 48.12% |
August 31, 2021 | 48.12% |
July 31, 2021 | 48.12% |
June 30, 2021 | 48.12% |
May 31, 2021 | 48.12% |
April 30, 2021 | 48.12% |
March 31, 2021 | 48.12% |
February 28, 2021 | 48.12% |
January 31, 2021 | 48.12% |
December 31, 2020 | 48.12% |
November 30, 2020 | 48.12% |
October 31, 2020 | 48.12% |
September 30, 2020 | 48.12% |
August 31, 2020 | 48.12% |
July 31, 2020 | 48.12% |
June 30, 2020 | 48.12% |
May 31, 2020 | 47.29% |
April 30, 2020 | 43.97% |
March 31, 2020 | 43.97% |
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
35.97%
Minimum
May 2019
48.12%
Maximum
Jun 2020
45.94%
Average
48.12%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
Citizens Holding Co | 69.31% |
Ledyard Financial Group Inc | 47.79% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.325 |
Beta (5Y) | 0.3933 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.01% |
Historical Sharpe Ratio (5Y) | 0.2916 |
Historical Sortino (5Y) | 0.4257 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.09% |