First BanCorp (FBP)
17.57
-0.01
(-0.06%)
USD |
NYSE |
Apr 26, 10:30
First BanCorp Max Drawdown (5Y): 67.82% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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 | 67.82% |
February 28, 2021 | 67.82% |
January 31, 2021 | 70.38% |
December 31, 2020 | 70.38% |
November 30, 2020 | 74.56% |
October 31, 2020 | 75.84% |
September 30, 2020 | 75.84% |
August 31, 2020 | 75.84% |
July 31, 2020 | 75.84% |
June 30, 2020 | 75.84% |
May 31, 2020 | 75.84% |
April 30, 2020 | 75.84% |
March 31, 2020 | 75.84% |
February 29, 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
Feb 2021
91.76%
Maximum
Apr 2019
72.60%
Average
67.82%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Popular Inc | 58.93% |
OFG Bancorp | 61.25% |
Freedom Internet Group Inc | -- |
Unusual Machines Inc | -- |
BOK Financial Corp | 64.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.997 |
Beta (5Y) | 1.160 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.35% |
Historical Sharpe Ratio (5Y) | 0.2513 |
Historical Sortino (5Y) | 0.3271 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.79% |