First Commonwealth Financial Corp (FCF)
15.54
+0.05
(+0.32%)
USD |
NYSE |
Mar 31, 16:00
15.61
+0.07
(+0.45%)
Pre-Market: 08:34
First Commonwealth Financial Max Drawdown (5Y): 57.52% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| S&T Bancorp Inc | 61.74% |
| Evans Bancorp Inc | 52.18% |
| German American Bancorp Inc | 45.45% |
| Bar Harbor Bankshares Inc | 54.34% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.169 |
| Beta (5Y) | 0.7251 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.20% |
| Historical Sharpe Ratio (5Y) | 0.3964 |
| Historical Sortino (5Y) | 0.7943 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.98% |