First Bancorp Inc (FNLC)
26.01
+0.28
(+1.09%)
USD |
NASDAQ |
Nov 05, 11:44
First Bancorp Max Drawdown (5Y): 39.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 39.85% |
September 30, 2024 | 39.85% |
August 31, 2024 | 39.85% |
July 31, 2024 | 39.85% |
June 30, 2024 | 39.85% |
May 31, 2024 | 39.85% |
April 30, 2024 | 39.85% |
March 31, 2024 | 39.85% |
February 29, 2024 | 39.85% |
January 31, 2024 | 39.85% |
December 31, 2023 | 39.85% |
November 30, 2023 | 39.85% |
October 31, 2023 | 39.85% |
September 30, 2023 | 39.85% |
August 31, 2023 | 39.85% |
July 31, 2023 | 39.85% |
June 30, 2023 | 39.85% |
May 31, 2023 | 39.85% |
April 30, 2023 | 39.85% |
March 31, 2023 | 39.85% |
February 28, 2023 | 39.85% |
January 31, 2023 | 39.85% |
December 31, 2022 | 39.85% |
November 30, 2022 | 39.85% |
October 31, 2022 | 39.85% |
Date | Value |
---|---|
September 30, 2022 | 39.85% |
August 31, 2022 | 39.85% |
July 31, 2022 | 39.85% |
June 30, 2022 | 39.85% |
May 31, 2022 | 39.85% |
April 30, 2022 | 39.85% |
March 31, 2022 | 39.85% |
February 28, 2022 | 39.85% |
January 31, 2022 | 39.85% |
December 31, 2021 | 39.85% |
November 30, 2021 | 39.85% |
October 31, 2021 | 39.85% |
September 30, 2021 | 39.85% |
August 31, 2021 | 39.85% |
July 31, 2021 | 39.85% |
June 30, 2021 | 39.85% |
May 31, 2021 | 39.85% |
April 30, 2021 | 39.85% |
March 31, 2021 | 39.85% |
February 28, 2021 | 39.85% |
January 31, 2021 | 39.85% |
December 31, 2020 | 39.85% |
November 30, 2020 | 39.85% |
October 31, 2020 | 39.85% |
September 30, 2020 | 39.85% |
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
22.61%
Minimum
Nov 2019
39.85%
Maximum
Mar 2020
38.70%
Average
39.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ACNB Corp | 49.70% |
Fidelity D & D Bancorp Inc | 55.74% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.266 |
Beta (5Y) | 0.556 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.65% |
Historical Sharpe Ratio (5Y) | 0.0342 |
Historical Sortino (5Y) | 0.0523 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.82% |