Farmers & Merchants Bancorp (FMCB)
1011.00
+3.62
(+0.36%)
USD |
OTCM |
May 03, 16:00
Farmers & Merchants Bancorp Max Drawdown (5Y): 32.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 32.52% |
March 31, 2024 | 32.52% |
February 29, 2024 | 32.52% |
January 31, 2024 | 32.52% |
December 31, 2023 | 32.52% |
November 30, 2023 | 32.52% |
October 31, 2023 | 32.52% |
September 30, 2023 | 32.52% |
August 31, 2023 | 32.52% |
July 31, 2023 | 32.52% |
June 30, 2023 | 32.52% |
May 31, 2023 | 32.52% |
April 30, 2023 | 32.52% |
March 31, 2023 | 32.52% |
February 28, 2023 | 32.52% |
January 31, 2023 | 32.52% |
December 31, 2022 | 32.52% |
November 30, 2022 | 32.52% |
October 31, 2022 | 32.52% |
September 30, 2022 | 32.52% |
August 31, 2022 | 32.52% |
July 31, 2022 | 32.52% |
June 30, 2022 | 32.52% |
May 31, 2022 | 32.52% |
April 30, 2022 | 32.52% |
Date | Value |
---|---|
March 31, 2022 | 32.52% |
February 28, 2022 | 32.52% |
January 31, 2022 | 32.52% |
December 31, 2021 | 32.52% |
November 30, 2021 | 32.52% |
October 31, 2021 | 32.52% |
September 30, 2021 | 32.52% |
August 31, 2021 | 32.52% |
July 31, 2021 | 32.52% |
June 30, 2021 | 32.52% |
May 31, 2021 | 32.52% |
April 30, 2021 | 32.52% |
March 31, 2021 | 32.52% |
February 28, 2021 | 32.52% |
January 31, 2021 | 32.52% |
December 31, 2020 | 32.52% |
November 30, 2020 | 32.52% |
October 31, 2020 | 32.52% |
September 30, 2020 | 32.52% |
August 31, 2020 | 32.52% |
July 31, 2020 | 32.52% |
June 30, 2020 | 32.52% |
May 31, 2020 | 32.52% |
April 30, 2020 | 32.52% |
March 31, 2020 | 26.63% |
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
18.48%
Minimum
May 2019
32.52%
Maximum
Apr 2020
30.18%
Average
32.52%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Colony Bankcorp Inc | 52.28% |
Northrim BanCorp Inc | 54.01% |
Southern First Bancshares Inc | 67.19% |
HarborOne Bancorp Inc | 48.57% |
Eastern Bankshares Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.686 |
Beta (5Y) | 0.111 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.41% |
Historical Sharpe Ratio (5Y) | 0.4417 |
Historical Sortino (5Y) | 0.5745 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.41% |