First Bancorp (FBNC)
34.50
+0.39
(+1.14%)
USD |
NASDAQ |
Apr 24, 16:00
34.48
-0.02
(-0.06%)
After-Hours: 20:00
First Bancorp Max Drawdown (5Y): 54.14% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 54.14% |
February 29, 2024 | 54.14% |
January 31, 2024 | 54.14% |
December 31, 2023 | 54.14% |
November 30, 2023 | 54.14% |
October 31, 2023 | 54.14% |
September 30, 2023 | 54.14% |
August 31, 2023 | 54.14% |
July 31, 2023 | 54.14% |
June 30, 2023 | 54.14% |
May 31, 2023 | 54.14% |
April 30, 2023 | 54.14% |
March 31, 2023 | 54.14% |
February 28, 2023 | 54.14% |
January 31, 2023 | 54.14% |
December 31, 2022 | 54.14% |
November 30, 2022 | 54.14% |
October 31, 2022 | 54.14% |
September 30, 2022 | 54.14% |
August 31, 2022 | 54.14% |
July 31, 2022 | 54.14% |
June 30, 2022 | 54.14% |
May 31, 2022 | 54.14% |
April 30, 2022 | 54.14% |
March 31, 2022 | 54.14% |
Date | Value |
---|---|
February 28, 2022 | 54.14% |
January 31, 2022 | 54.14% |
December 31, 2021 | 54.14% |
November 30, 2021 | 54.14% |
October 31, 2021 | 54.14% |
September 30, 2021 | 54.14% |
August 31, 2021 | 54.14% |
July 31, 2021 | 54.14% |
June 30, 2021 | 54.14% |
May 31, 2021 | 54.14% |
April 30, 2021 | 54.14% |
March 31, 2021 | 54.14% |
February 28, 2021 | 54.14% |
January 31, 2021 | 54.14% |
December 31, 2020 | 54.14% |
November 30, 2020 | 54.14% |
October 31, 2020 | 54.14% |
September 30, 2020 | 54.14% |
August 31, 2020 | 54.14% |
July 31, 2020 | 54.14% |
June 30, 2020 | 54.14% |
May 31, 2020 | 54.14% |
April 30, 2020 | 54.14% |
March 31, 2020 | 54.14% |
February 29, 2020 | 27.43% |
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
27.43%
Minimum
Apr 2019
54.14%
Maximum
Mar 2020
49.24%
Average
54.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 44.54% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.90 |
Beta (5Y) | 0.9965 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.77% |
Historical Sharpe Ratio (5Y) | 0.0286 |
Historical Sortino (5Y) | 0.0461 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.09% |