First Farmers and Merchants Corp (FFMH)
30.00
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
First Farmers and Merchants Max Drawdown (5Y): 53.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 53.06% |
| February 29, 2024 | 53.06% |
| January 31, 2024 | 53.06% |
| December 31, 2023 | 53.06% |
| November 30, 2023 | 53.06% |
| October 31, 2023 | 53.06% |
| September 30, 2023 | 53.06% |
| August 31, 2023 | 53.06% |
| July 31, 2023 | 53.06% |
| June 30, 2023 | 53.06% |
| May 31, 2023 | 53.06% |
| April 30, 2023 | 53.06% |
| March 31, 2023 | 48.74% |
| February 28, 2023 | 39.25% |
| January 31, 2023 | 39.25% |
| December 31, 2022 | 39.25% |
| November 30, 2022 | 39.25% |
| October 31, 2022 | 39.25% |
| September 30, 2022 | 39.25% |
| August 31, 2022 | 39.25% |
| July 31, 2022 | 39.25% |
| June 30, 2022 | 39.25% |
| May 31, 2022 | 39.25% |
| April 30, 2022 | 39.25% |
| March 31, 2022 | 39.25% |
| Date | Value |
|---|---|
| February 28, 2022 | 39.25% |
| January 31, 2022 | 39.25% |
| December 31, 2021 | 39.25% |
| November 30, 2021 | 39.25% |
| October 31, 2021 | 39.25% |
| September 30, 2021 | 39.25% |
| August 31, 2021 | 39.25% |
| July 31, 2021 | 39.25% |
| June 30, 2021 | 39.25% |
| May 31, 2021 | 39.25% |
| April 30, 2021 | 39.25% |
| March 31, 2021 | 39.25% |
| February 28, 2021 | 39.25% |
| January 31, 2021 | 39.25% |
| December 31, 2020 | 39.25% |
| November 30, 2020 | 39.25% |
| October 31, 2020 | 38.57% |
| September 30, 2020 | 38.57% |
| August 31, 2020 | 37.39% |
| July 31, 2020 | 36.30% |
| June 30, 2020 | 35.43% |
| May 31, 2020 | 35.43% |
| April 30, 2020 | 35.50% |
| March 31, 2020 | 38.99% |
| February 29, 2020 | 49.50% |
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
35.43%
Minimum
May 2020
53.06%
Maximum
Apr 2023
43.75%
Average
39.25%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 44.54% |
| Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.19 |
| Beta (5Y) | 0.347 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.61% |
| Historical Sharpe Ratio (5Y) | -0.2878 |
| Historical Sortino (5Y) | -0.4222 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.16% |