F N B Bancorp Inc (FBIP)
60.52
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
F N B Bancorp Max Drawdown (5Y): 73.43% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 73.43% |
| April 30, 2024 | 73.43% |
| March 31, 2024 | 73.43% |
| February 29, 2024 | 73.43% |
| January 31, 2024 | 73.43% |
| December 31, 2023 | 73.40% |
| November 30, 2023 | 73.40% |
| October 31, 2023 | 73.40% |
| September 30, 2023 | 73.40% |
| August 31, 2023 | 72.98% |
| July 31, 2023 | 72.55% |
| June 30, 2023 | 60.70% |
| May 31, 2023 | 60.70% |
| April 30, 2023 | 60.70% |
| March 31, 2023 | 60.70% |
| February 28, 2023 | 60.70% |
| January 31, 2023 | 60.70% |
| December 31, 2022 | 60.70% |
| November 30, 2022 | 60.70% |
| October 31, 2022 | 60.70% |
| September 30, 2022 | 60.70% |
| August 31, 2022 | 60.70% |
| July 31, 2022 | 60.70% |
| June 30, 2022 | 60.70% |
| May 31, 2022 | 60.70% |
| Date | Value |
|---|---|
| April 30, 2022 | 47.64% |
| March 31, 2022 | 47.64% |
| February 28, 2022 | 36.56% |
| January 31, 2022 | 36.56% |
| December 31, 2021 | 36.56% |
| November 30, 2021 | 35.11% |
| October 31, 2021 | 35.11% |
| September 30, 2021 | 35.11% |
| August 31, 2021 | 35.11% |
| July 31, 2021 | 35.11% |
| June 30, 2021 | 35.11% |
| May 31, 2021 | 35.11% |
| April 30, 2021 | 35.11% |
| March 31, 2021 | 35.11% |
| February 28, 2021 | 35.11% |
| January 31, 2021 | 35.11% |
| December 31, 2020 | 35.11% |
| November 30, 2020 | 35.11% |
| October 31, 2020 | 35.11% |
| September 30, 2020 | 35.02% |
| August 31, 2020 | 35.02% |
| July 31, 2020 | 22.43% |
| June 30, 2020 | 22.43% |
| May 31, 2020 | 22.43% |
| April 30, 2020 | 22.43% |
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
22.43%
Minimum
Jun 2019
73.43%
Maximum
Jan 2024
45.61%
Average
35.84%
Median
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) | -14.26 |
| Beta (5Y) | -0.2352 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.63% |
| Historical Sharpe Ratio (5Y) | -0.2624 |
| Historical Sortino (5Y) | -0.4257 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.15% |