First Bancshares Inc (FBMS)
38.67
+1.02
(+2.71%)
USD |
NYSE |
Nov 25, 15:14
First Bancshares Max Drawdown (5Y): 60.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.16% |
| September 30, 2024 | 60.16% |
| August 31, 2024 | 60.16% |
| July 31, 2024 | 60.16% |
| June 30, 2024 | 60.16% |
| May 31, 2024 | 60.16% |
| April 30, 2024 | 60.16% |
| March 31, 2024 | 60.16% |
| February 29, 2024 | 60.16% |
| January 31, 2024 | 60.16% |
| December 31, 2023 | 60.16% |
| November 30, 2023 | 60.16% |
| October 31, 2023 | 60.16% |
| September 30, 2023 | 60.16% |
| August 31, 2023 | 60.16% |
| July 31, 2023 | 60.16% |
| June 30, 2023 | 60.16% |
| May 31, 2023 | 60.16% |
| April 30, 2023 | 60.16% |
| March 31, 2023 | 60.16% |
| February 28, 2023 | 60.16% |
| January 31, 2023 | 60.16% |
| December 31, 2022 | 60.16% |
| November 30, 2022 | 60.16% |
| October 31, 2022 | 60.16% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.16% |
| August 31, 2022 | 60.16% |
| July 31, 2022 | 60.16% |
| June 30, 2022 | 60.16% |
| May 31, 2022 | 60.16% |
| April 30, 2022 | 60.16% |
| March 31, 2022 | 60.16% |
| February 28, 2022 | 60.16% |
| January 31, 2022 | 60.16% |
| December 31, 2021 | 60.16% |
| November 30, 2021 | 60.16% |
| October 31, 2021 | 60.16% |
| September 30, 2021 | 60.16% |
| August 31, 2021 | 60.16% |
| July 31, 2021 | 60.16% |
| June 30, 2021 | 60.16% |
| May 31, 2021 | 60.16% |
| April 30, 2021 | 60.16% |
| March 31, 2021 | 60.16% |
| February 28, 2021 | 60.16% |
| January 31, 2021 | 60.16% |
| December 31, 2020 | 60.16% |
| November 30, 2020 | 60.16% |
| October 31, 2020 | 60.16% |
| September 30, 2020 | 60.16% |
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
31.56%
Minimum
Nov 2019
60.16%
Maximum
Mar 2020
58.25%
Average
60.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Affinity Bancshares Inc | 58.22% |
| Wesbanco Inc | 61.57% |
| German American Bancorp Inc | 45.45% |
| Renasant Corp | 59.79% |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.50 |
| Beta (5Y) | 0.9144 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.74% |
| Historical Sharpe Ratio (5Y) | 0.0086 |
| Historical Sortino (5Y) | 0.0113 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.16% |