First Bancshares Inc (FBMS)
32.79
-0.36
(-1.09%)
USD |
NYSE |
Nov 04, 16:00
32.75
-0.04
(-0.12%)
Pre-Market: 20:00
First Bancshares Max Drawdown (5Y): 60.16% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
September 30, 2022 | 60.16% |
Date | Value |
---|---|
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% |
August 31, 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
58.22%
Average
60.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Renasant Corp | 59.79% |
Affinity Bancshares Inc | 58.22% |
Wesbanco Inc | 61.57% |
Premier Financial Corp | 64.82% |
German American Bancorp Inc | 45.45% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.67 |
Beta (5Y) | 0.9226 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.70% |
Historical Sharpe Ratio (5Y) | -0.0017 |
Historical Sortino (5Y) | -0.0022 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.16% |