First Guaranty Bancshares Inc (FGBI)
11.60
+0.10
(+0.87%)
USD |
NASDAQ |
May 16, 16:00
11.60
0.00 (0.00%)
After-Hours: 20:00
First Guaranty Bancshares Max Drawdown (5Y): 66.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.64% |
March 31, 2024 | 66.64% |
February 29, 2024 | 66.64% |
January 31, 2024 | 66.64% |
December 31, 2023 | 66.64% |
November 30, 2023 | 66.64% |
October 31, 2023 | 63.52% |
September 30, 2023 | 61.09% |
August 31, 2023 | 61.09% |
July 31, 2023 | 60.31% |
June 30, 2023 | 60.31% |
May 31, 2023 | 59.10% |
April 30, 2023 | 54.67% |
March 31, 2023 | 54.67% |
February 28, 2023 | 54.67% |
January 31, 2023 | 54.67% |
December 31, 2022 | 54.67% |
November 30, 2022 | 54.67% |
October 31, 2022 | 54.67% |
September 30, 2022 | 54.67% |
August 31, 2022 | 54.67% |
July 31, 2022 | 54.67% |
June 30, 2022 | 54.67% |
May 31, 2022 | 54.67% |
April 30, 2022 | 54.67% |
Date | Value |
---|---|
March 31, 2022 | 54.67% |
February 28, 2022 | 54.67% |
January 31, 2022 | 54.67% |
December 31, 2021 | 54.67% |
November 30, 2021 | 54.67% |
October 31, 2021 | 54.67% |
September 30, 2021 | 54.67% |
August 31, 2021 | 54.67% |
July 31, 2021 | 54.67% |
June 30, 2021 | 54.67% |
May 31, 2021 | 54.67% |
April 30, 2021 | 54.67% |
March 31, 2021 | 54.67% |
February 28, 2021 | 54.67% |
January 31, 2021 | 54.67% |
December 31, 2020 | 54.67% |
November 30, 2020 | 54.67% |
October 31, 2020 | 54.67% |
September 30, 2020 | 54.67% |
August 31, 2020 | 54.67% |
July 31, 2020 | 54.67% |
June 30, 2020 | 54.67% |
May 31, 2020 | 54.67% |
April 30, 2020 | 54.67% |
March 31, 2020 | 54.67% |
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
31.41%
Minimum
May 2019
66.64%
Maximum
Nov 2023
52.99%
Average
54.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Fulton Financial Corp | 49.38% |
Virginia National Bankshares Corp | 50.34% |
Bank7 Corp | 69.58% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.38 |
Beta (5Y) | 0.3785 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.79% |
Historical Sharpe Ratio (5Y) | -0.2002 |
Historical Sortino (5Y) | -0.3356 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.89% |