Fentura Financial Inc (FETM)

43.80 -1.26 (-2.80%) USD  |  OTCM  |  Dec 18, 16:00
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Fentura Financial Max Drawdown (5Y): 50.76% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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ChoiceOne Financial Services Inc 49.04%
Bar Harbor Bankshares Inc 54.34%
Evans Bancorp Inc 55.08%
Park National Corp 40.25%
Tompkins Financial Corp 47.80%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.921
Beta (5Y) 0.6005
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.10%
Historical Sharpe Ratio (5Y) 0.4089
Historical Sortino (5Y) 0.5879
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.82%