First Community Corp (FCCO)
16.77
+0.36
(+2.19%)
USD |
NASDAQ |
Apr 26, 16:00
16.83
+0.06
(+0.36%)
After-Hours: 20:00
First Community Max Drawdown (5Y): 50.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 50.36% |
February 29, 2024 | 50.36% |
January 31, 2024 | 50.36% |
December 31, 2023 | 50.36% |
November 30, 2023 | 50.36% |
October 31, 2023 | 50.36% |
September 30, 2023 | 50.36% |
August 31, 2023 | 50.36% |
July 31, 2023 | 50.36% |
June 30, 2023 | 50.36% |
May 31, 2023 | 50.36% |
April 30, 2023 | 50.36% |
March 31, 2023 | 50.36% |
February 28, 2023 | 50.36% |
January 31, 2023 | 50.36% |
December 31, 2022 | 50.36% |
November 30, 2022 | 50.36% |
October 31, 2022 | 50.36% |
September 30, 2022 | 50.36% |
August 31, 2022 | 50.36% |
July 31, 2022 | 50.36% |
June 30, 2022 | 50.36% |
May 31, 2022 | 50.36% |
April 30, 2022 | 50.36% |
March 31, 2022 | 50.36% |
Date | Value |
---|---|
February 28, 2022 | 50.36% |
January 31, 2022 | 50.36% |
December 31, 2021 | 50.36% |
November 30, 2021 | 50.36% |
October 31, 2021 | 50.36% |
September 30, 2021 | 50.36% |
August 31, 2021 | 50.36% |
July 31, 2021 | 50.36% |
June 30, 2021 | 50.36% |
May 31, 2021 | 50.36% |
April 30, 2021 | 50.36% |
March 31, 2021 | 50.36% |
February 28, 2021 | 50.36% |
January 31, 2021 | 50.36% |
December 31, 2020 | 50.36% |
November 30, 2020 | 50.36% |
October 31, 2020 | 50.36% |
September 30, 2020 | 50.36% |
August 31, 2020 | 50.36% |
July 31, 2020 | 47.70% |
June 30, 2020 | 46.52% |
May 31, 2020 | 46.52% |
April 30, 2020 | 46.52% |
March 31, 2020 | 46.52% |
February 29, 2020 | 31.55% |
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
28.48%
Minimum
Apr 2019
50.36%
Maximum
Aug 2020
46.55%
Average
50.36%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
First Western Financial Inc | 60.78% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 44.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.681 |
Beta (5Y) | 0.431 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.38% |
Historical Sharpe Ratio (5Y) | -0.0372 |
Historical Sortino (5Y) | -0.0535 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.57% |