First of Long Island Corp (FLIC)
14.03
+0.46
(+3.39%)
USD |
NASDAQ |
Nov 21, 16:00
14.02
0.00 (0.00%)
After-Hours: 20:00
First of Long Island Max Drawdown (5Y): 56.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 56.72% |
September 30, 2024 | 56.72% |
August 31, 2024 | 56.72% |
July 31, 2024 | 56.72% |
June 30, 2024 | 56.72% |
May 31, 2024 | 56.72% |
April 30, 2024 | 56.72% |
March 31, 2024 | 56.72% |
February 29, 2024 | 56.72% |
January 31, 2024 | 56.72% |
December 31, 2023 | 56.72% |
November 30, 2023 | 56.72% |
October 31, 2023 | 56.72% |
September 30, 2023 | 56.72% |
August 31, 2023 | 56.72% |
July 31, 2023 | 56.72% |
June 30, 2023 | 56.72% |
May 31, 2023 | 56.72% |
April 30, 2023 | 56.72% |
March 31, 2023 | 56.72% |
February 28, 2023 | 56.72% |
January 31, 2023 | 56.72% |
December 31, 2022 | 56.72% |
November 30, 2022 | 56.72% |
October 31, 2022 | 56.72% |
Date | Value |
---|---|
September 30, 2022 | 56.72% |
August 31, 2022 | 56.72% |
July 31, 2022 | 56.72% |
June 30, 2022 | 56.72% |
May 31, 2022 | 56.72% |
April 30, 2022 | 56.72% |
March 31, 2022 | 56.72% |
February 28, 2022 | 56.72% |
January 31, 2022 | 56.72% |
December 31, 2021 | 56.72% |
November 30, 2021 | 56.72% |
October 31, 2021 | 56.72% |
September 30, 2021 | 56.72% |
August 31, 2021 | 56.72% |
July 31, 2021 | 56.72% |
June 30, 2021 | 56.72% |
May 31, 2021 | 56.72% |
April 30, 2021 | 56.72% |
March 31, 2021 | 56.72% |
February 28, 2021 | 56.72% |
January 31, 2021 | 56.72% |
December 31, 2020 | 56.72% |
November 30, 2020 | 56.72% |
October 31, 2020 | 56.72% |
September 30, 2020 | 56.72% |
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
37.93%
Minimum
Nov 2019
56.72%
Maximum
Mar 2020
55.47%
Average
56.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ConnectOne Bancorp Inc | 68.52% |
Bank of New York Mellon Corp | 50.50% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.21 |
Beta (5Y) | 0.6817 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.63% |
Historical Sharpe Ratio (5Y) | -0.2797 |
Historical Sortino (5Y) | -0.4091 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.64% |