First Keystone Corp (FKYS)
15.60
+1.47
(+10.41%)
USD |
OTCM |
Mar 20, 15:27
First Keystone Max Drawdown (5Y): 52.36% for Feb. 28, 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
| Penns Woods Bancorp Inc | 45.81% |
| 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) | -17.50 |
| Beta (5Y) | 0.7788 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.56% |
| Historical Sharpe Ratio (5Y) | -0.249 |
| Historical Sortino (5Y) | -0.4654 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.14% |