First BanCorp (FBP)
21.02
+0.33
(+1.60%)
USD |
NYSE |
Nov 21, 16:00
21.03
+0.01
(+0.05%)
Pre-Market: 20:00
First BanCorp Max Drawdown (5Y): 67.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.82% |
| September 30, 2024 | 67.82% |
| August 31, 2024 | 67.82% |
| July 31, 2024 | 67.82% |
| June 30, 2024 | 67.82% |
| May 31, 2024 | 67.82% |
| April 30, 2024 | 67.82% |
| March 31, 2024 | 67.82% |
| February 29, 2024 | 67.82% |
| January 31, 2024 | 67.82% |
| December 31, 2023 | 67.82% |
| November 30, 2023 | 67.82% |
| October 31, 2023 | 67.82% |
| September 30, 2023 | 67.82% |
| August 31, 2023 | 67.82% |
| July 31, 2023 | 67.82% |
| June 30, 2023 | 67.82% |
| May 31, 2023 | 67.82% |
| April 30, 2023 | 67.82% |
| March 31, 2023 | 67.82% |
| February 28, 2023 | 67.82% |
| January 31, 2023 | 67.82% |
| December 31, 2022 | 67.82% |
| November 30, 2022 | 67.82% |
| October 31, 2022 | 67.82% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.82% |
| August 31, 2022 | 67.82% |
| July 31, 2022 | 67.82% |
| June 30, 2022 | 67.82% |
| May 31, 2022 | 67.82% |
| April 30, 2022 | 67.82% |
| March 31, 2022 | 67.82% |
| February 28, 2022 | 67.82% |
| January 31, 2022 | 67.82% |
| December 31, 2021 | 67.82% |
| November 30, 2021 | 67.82% |
| October 31, 2021 | 67.82% |
| September 30, 2021 | 67.82% |
| August 31, 2021 | 67.82% |
| July 31, 2021 | 67.82% |
| June 30, 2021 | 67.82% |
| May 31, 2021 | 67.82% |
| April 30, 2021 | 67.82% |
| March 31, 2021 | 70.38% |
| February 28, 2021 | 70.38% |
| January 31, 2021 | 74.56% |
| December 31, 2020 | 75.84% |
| November 30, 2020 | 75.84% |
| October 31, 2020 | 75.84% |
| September 30, 2020 | 75.84% |
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
67.82%
Minimum
Apr 2021
90.88%
Maximum
Nov 2019
71.05%
Average
67.82%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Popular Inc | 58.93% |
| OFG Bancorp | 61.25% |
| Freedom Internet Group Inc | -- |
| Bar Harbor Bankshares Inc | 54.34% |
| The Marygold Companies Inc | 83.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2271 |
| Beta (5Y) | 1.112 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.16% |
| Historical Sharpe Ratio (5Y) | 0.3519 |
| Historical Sortino (5Y) | 0.4504 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.79% |