Franklin Financial Services Corp (FRAF)
26.88
+0.31
(+1.17%)
USD |
NASDAQ |
May 21, 16:00
26.88
0.00 (0.00%)
After-Hours: 19:34
Franklin Financial Services Max Drawdown (5Y): 44.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.30% |
March 31, 2024 | 44.30% |
February 29, 2024 | 44.30% |
January 31, 2024 | 44.30% |
December 31, 2023 | 44.30% |
November 30, 2023 | 44.30% |
October 31, 2023 | 44.30% |
September 30, 2023 | 44.30% |
August 31, 2023 | 44.30% |
July 31, 2023 | 44.30% |
June 30, 2023 | 44.30% |
May 31, 2023 | 44.30% |
April 30, 2023 | 44.30% |
March 31, 2023 | 44.30% |
February 28, 2023 | 44.30% |
January 31, 2023 | 44.30% |
December 31, 2022 | 44.30% |
November 30, 2022 | 44.30% |
October 31, 2022 | 44.30% |
September 30, 2022 | 44.30% |
August 31, 2022 | 44.30% |
July 31, 2022 | 44.30% |
June 30, 2022 | 44.30% |
May 31, 2022 | 44.30% |
April 30, 2022 | 44.30% |
Date | Value |
---|---|
March 31, 2022 | 44.30% |
February 28, 2022 | 44.30% |
January 31, 2022 | 44.30% |
December 31, 2021 | 44.30% |
November 30, 2021 | 44.30% |
October 31, 2021 | 44.30% |
September 30, 2021 | 44.30% |
August 31, 2021 | 44.30% |
July 31, 2021 | 44.30% |
June 30, 2021 | 44.30% |
May 31, 2021 | 44.30% |
April 30, 2021 | 44.30% |
March 31, 2021 | 44.30% |
February 28, 2021 | 44.30% |
January 31, 2021 | 44.30% |
December 31, 2020 | 44.30% |
November 30, 2020 | 44.30% |
October 31, 2020 | 44.30% |
September 30, 2020 | 44.30% |
August 31, 2020 | 43.24% |
July 31, 2020 | 43.24% |
June 30, 2020 | 43.24% |
May 31, 2020 | 43.24% |
April 30, 2020 | 43.24% |
March 31, 2020 | 43.24% |
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
20.56%
Minimum
May 2019
44.30%
Maximum
Sep 2020
40.24%
Average
44.30%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Bank OZK | 70.41% |
Valley National Bancorp | 53.93% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.655 |
Beta (5Y) | 0.3554 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.70% |
Historical Sharpe Ratio (5Y) | -0.0939 |
Historical Sortino (5Y) | -0.1278 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.92% |