First Commonwealth Financial Corp (FCF)
13.67
+0.08
(+0.59%)
USD |
NYSE |
May 03, 16:00
13.68
0.00 (0.00%)
After-Hours: 20:00
First Commonwealth Financial Max Drawdown (5Y): 57.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.52% |
March 31, 2024 | 57.52% |
February 29, 2024 | 57.52% |
January 31, 2024 | 57.52% |
December 31, 2023 | 57.52% |
November 30, 2023 | 57.52% |
October 31, 2023 | 57.52% |
September 30, 2023 | 57.52% |
August 31, 2023 | 57.52% |
July 31, 2023 | 57.52% |
June 30, 2023 | 57.52% |
May 31, 2023 | 57.52% |
April 30, 2023 | 57.52% |
March 31, 2023 | 57.52% |
February 28, 2023 | 57.52% |
January 31, 2023 | 57.52% |
December 31, 2022 | 57.52% |
November 30, 2022 | 57.52% |
October 31, 2022 | 57.52% |
September 30, 2022 | 57.52% |
August 31, 2022 | 57.52% |
July 31, 2022 | 57.52% |
June 30, 2022 | 57.52% |
May 31, 2022 | 57.52% |
April 30, 2022 | 57.52% |
Date | Value |
---|---|
March 31, 2022 | 57.52% |
February 28, 2022 | 57.52% |
January 31, 2022 | 57.52% |
December 31, 2021 | 57.52% |
November 30, 2021 | 57.52% |
October 31, 2021 | 57.52% |
September 30, 2021 | 57.52% |
August 31, 2021 | 57.52% |
July 31, 2021 | 57.52% |
June 30, 2021 | 57.52% |
May 31, 2021 | 57.52% |
April 30, 2021 | 57.52% |
March 31, 2021 | 57.52% |
February 28, 2021 | 57.52% |
January 31, 2021 | 57.52% |
December 31, 2020 | 57.52% |
November 30, 2020 | 57.52% |
October 31, 2020 | 57.52% |
September 30, 2020 | 57.52% |
August 31, 2020 | 57.52% |
July 31, 2020 | 57.52% |
June 30, 2020 | 57.52% |
May 31, 2020 | 57.52% |
April 30, 2020 | 51.40% |
March 31, 2020 | 51.40% |
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
34.72%
Minimum
May 2019
57.52%
Maximum
May 2020
53.52%
Average
57.52%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Valley National Bancorp | 53.93% |
Huntington Bancshares Inc | 55.00% |
M&T Bank Corp | 52.97% |
Trustmark Corp | 47.76% |
Wintrust Financial Corp | 74.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.643 |
Beta (5Y) | 0.8653 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.71% |
Historical Sharpe Ratio (5Y) | 0.0297 |
Historical Sortino (5Y) | 0.0433 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.98% |