First National Corp (FXNC)
15.50
+0.04
(+0.26%)
USD |
NASDAQ |
May 17, 16:00
15.52
+0.02
(+0.13%)
After-Hours: 20:00
First National Max Drawdown (5Y): 42.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.62% |
March 31, 2024 | 42.62% |
February 29, 2024 | 42.62% |
January 31, 2024 | 42.62% |
December 31, 2023 | 42.62% |
November 30, 2023 | 42.62% |
October 31, 2023 | 42.62% |
September 30, 2023 | 42.62% |
August 31, 2023 | 42.62% |
July 31, 2023 | 42.62% |
June 30, 2023 | 42.62% |
May 31, 2023 | 42.62% |
April 30, 2023 | 42.62% |
March 31, 2023 | 42.62% |
February 28, 2023 | 42.62% |
January 31, 2023 | 42.62% |
December 31, 2022 | 42.62% |
November 30, 2022 | 42.62% |
October 31, 2022 | 42.62% |
September 30, 2022 | 42.62% |
August 31, 2022 | 42.62% |
July 31, 2022 | 42.62% |
June 30, 2022 | 42.62% |
May 31, 2022 | 42.62% |
April 30, 2022 | 42.62% |
Date | Value |
---|---|
March 31, 2022 | 42.62% |
February 28, 2022 | 42.62% |
January 31, 2022 | 42.62% |
December 31, 2021 | 42.62% |
November 30, 2021 | 42.62% |
October 31, 2021 | 42.62% |
September 30, 2021 | 42.62% |
August 31, 2021 | 42.62% |
July 31, 2021 | 42.62% |
June 30, 2021 | 42.62% |
May 31, 2021 | 42.62% |
April 30, 2021 | 42.62% |
March 31, 2021 | 42.62% |
February 28, 2021 | 42.62% |
January 31, 2021 | 42.62% |
December 31, 2020 | 42.62% |
November 30, 2020 | 42.62% |
October 31, 2020 | 42.62% |
September 30, 2020 | 42.62% |
August 31, 2020 | 42.62% |
July 31, 2020 | 42.62% |
June 30, 2020 | 42.62% |
May 31, 2020 | 42.62% |
April 30, 2020 | 39.33% |
March 31, 2020 | 35.75% |
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
35.75%
Minimum
Jan 2020
53.94%
Maximum
May 2019
43.25%
Average
42.62%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Touchstone Bankshares Inc | 42.45% |
Capital Bancorp Inc | 53.68% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.09 |
Beta (5Y) | 0.5126 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.16% |
Historical Sharpe Ratio (5Y) | -0.2715 |
Historical Sortino (5Y) | -0.3947 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.92% |