Farmers National Banc Corp (FMNB)
15.44
+0.29
(+1.91%)
USD |
NASDAQ |
Nov 21, 16:00
14.82
-0.62
(-4.02%)
After-Hours: 05:51
Farmers National Banc Max Drawdown (5Y): 41.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.43% |
| September 30, 2024 | 41.43% |
| August 31, 2024 | 41.43% |
| July 31, 2024 | 41.43% |
| June 30, 2024 | 41.43% |
| May 31, 2024 | 41.43% |
| April 30, 2024 | 41.43% |
| March 31, 2024 | 41.43% |
| February 29, 2024 | 41.43% |
| January 31, 2024 | 41.43% |
| December 31, 2023 | 41.43% |
| November 30, 2023 | 41.43% |
| October 31, 2023 | 41.43% |
| September 30, 2023 | 41.34% |
| August 31, 2023 | 41.34% |
| July 31, 2023 | 41.34% |
| June 30, 2023 | 41.34% |
| May 31, 2023 | 41.34% |
| April 30, 2023 | 41.34% |
| March 31, 2023 | 36.61% |
| February 28, 2023 | 36.61% |
| January 31, 2023 | 36.61% |
| December 31, 2022 | 36.61% |
| November 30, 2022 | 36.61% |
| October 31, 2022 | 36.61% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.61% |
| August 31, 2022 | 36.61% |
| July 31, 2022 | 36.61% |
| June 30, 2022 | 36.61% |
| May 31, 2022 | 36.61% |
| April 30, 2022 | 36.61% |
| March 31, 2022 | 36.61% |
| February 28, 2022 | 36.61% |
| January 31, 2022 | 36.61% |
| December 31, 2021 | 36.61% |
| November 30, 2021 | 36.61% |
| October 31, 2021 | 36.61% |
| September 30, 2021 | 36.61% |
| August 31, 2021 | 36.61% |
| July 31, 2021 | 36.61% |
| June 30, 2021 | 36.61% |
| May 31, 2021 | 36.61% |
| April 30, 2021 | 36.61% |
| March 31, 2021 | 36.61% |
| February 28, 2021 | 36.61% |
| January 31, 2021 | 36.61% |
| December 31, 2020 | 36.61% |
| November 30, 2020 | 36.61% |
| October 31, 2020 | 36.61% |
| September 30, 2020 | 36.61% |
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
30.19%
Minimum
Nov 2019
41.43%
Maximum
Oct 2023
37.61%
Average
36.61%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| First Business Financial Services Inc | 50.20% |
| Peoples Bancorp Inc (Marietta OH) | 48.97% |
| S&T Bancorp Inc | 61.74% |
| First Interstate BancSystem Inc | 52.51% |
| Hanmi Financial Corp | 75.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.59 |
| Beta (5Y) | 0.8321 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.86% |
| Historical Sharpe Ratio (5Y) | 0.0049 |
| Historical Sortino (5Y) | 0.0082 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.81% |