First Bancorp of Indiana Inc (FBPI)
12.25
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
First Bancorp of Indiana Max Drawdown (5Y): 46.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.86% |
March 31, 2024 | 45.31% |
February 29, 2024 | 45.31% |
January 31, 2024 | 45.31% |
December 31, 2023 | 45.31% |
November 30, 2023 | 44.24% |
October 31, 2023 | 39.52% |
September 30, 2023 | 34.16% |
August 31, 2023 | 32.95% |
July 31, 2023 | 32.95% |
June 30, 2023 | 32.95% |
May 31, 2023 | 32.95% |
April 30, 2023 | 32.95% |
March 31, 2023 | 32.95% |
February 28, 2023 | 32.95% |
January 31, 2023 | 32.95% |
December 31, 2022 | 32.95% |
November 30, 2022 | 32.95% |
October 31, 2022 | 30.69% |
September 30, 2022 | 30.69% |
August 31, 2022 | 30.69% |
July 31, 2022 | 30.69% |
June 30, 2022 | 30.69% |
May 31, 2022 | 30.69% |
April 30, 2022 | 30.69% |
Date | Value |
---|---|
March 31, 2022 | 30.69% |
February 28, 2022 | 30.69% |
January 31, 2022 | 30.69% |
December 31, 2021 | 30.69% |
November 30, 2021 | 30.69% |
October 31, 2021 | 30.69% |
September 30, 2021 | 30.69% |
August 31, 2021 | 30.69% |
July 31, 2021 | 30.69% |
June 30, 2021 | 30.69% |
May 31, 2021 | 30.69% |
April 30, 2021 | 30.69% |
March 31, 2021 | 30.69% |
February 28, 2021 | 30.69% |
January 31, 2021 | 30.69% |
December 31, 2020 | 30.69% |
November 30, 2020 | 30.69% |
October 31, 2020 | 30.69% |
September 30, 2020 | 30.69% |
August 31, 2020 | 30.69% |
July 31, 2020 | 30.69% |
June 30, 2020 | 30.69% |
May 31, 2020 | 30.69% |
April 30, 2020 | 30.69% |
March 31, 2020 | 30.69% |
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
11.16%
Minimum
May 2019
46.86%
Maximum
Apr 2024
29.58%
Average
30.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Brookline Bancorp Inc | 54.48% |
Broadway Financial Corp | 85.01% |
Carver Bancorp Inc | 95.43% |
Pathward Financial Inc | 64.89% |
Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.03 |
Beta (5Y) | 0.3226 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.93% |
Historical Sharpe Ratio (5Y) | -0.4301 |
Historical Sortino (5Y) | -0.6602 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.34% |