Fentura Financial Inc (FETM)
40.66
-0.39
(-0.95%)
USD |
OTCM |
Nov 04, 16:00
Fentura Financial Max Drawdown (5Y): 50.76% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 50.76% |
| August 31, 2024 | 50.76% |
| July 31, 2024 | 50.76% |
| June 30, 2024 | 50.76% |
| May 31, 2024 | 50.76% |
| April 30, 2024 | 50.76% |
| March 31, 2024 | 50.76% |
| February 29, 2024 | 50.76% |
| January 31, 2024 | 50.76% |
| December 31, 2023 | 50.76% |
| November 30, 2023 | 50.76% |
| October 31, 2023 | 50.76% |
| September 30, 2023 | 50.76% |
| August 31, 2023 | 50.76% |
| July 31, 2023 | 50.76% |
| June 30, 2023 | 50.76% |
| May 31, 2023 | 50.76% |
| April 30, 2023 | 50.76% |
| March 31, 2023 | 50.76% |
| February 28, 2023 | 50.76% |
| January 31, 2023 | 50.76% |
| December 31, 2022 | 50.76% |
| November 30, 2022 | 50.76% |
| October 31, 2022 | 50.76% |
| September 30, 2022 | 50.76% |
| Date | Value |
|---|---|
| August 31, 2022 | 50.76% |
| July 31, 2022 | 50.76% |
| June 30, 2022 | 50.76% |
| May 31, 2022 | 50.76% |
| April 30, 2022 | 50.76% |
| March 31, 2022 | 50.76% |
| February 28, 2022 | 50.76% |
| January 31, 2022 | 50.76% |
| December 31, 2021 | 50.76% |
| November 30, 2021 | 50.76% |
| October 31, 2021 | 50.76% |
| September 30, 2021 | 50.76% |
| August 31, 2021 | 50.76% |
| July 31, 2021 | 50.76% |
| June 30, 2021 | 50.76% |
| May 31, 2021 | 50.76% |
| April 30, 2021 | 50.76% |
| March 31, 2021 | 50.76% |
| February 28, 2021 | 50.76% |
| January 31, 2021 | 50.76% |
| December 31, 2020 | 50.76% |
| November 30, 2020 | 50.76% |
| October 31, 2020 | 50.76% |
| September 30, 2020 | 50.76% |
| August 31, 2020 | 50.76% |
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
13.13%
Minimum
Jan 2020
50.76%
Maximum
Mar 2020
48.46%
Average
50.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First Bancshares Inc | 60.16% |
| 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) | 4.569 |
| Beta (5Y) | 0.5913 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.69% |
| Historical Sharpe Ratio (5Y) | 0.3755 |
| Historical Sortino (5Y) | 0.527 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.82% |