Republic First Bancorp Inc (FRBK)
0.0098
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
Republic First Bancorp Max Drawdown (5Y): 99.91% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.91% |
| February 29, 2024 | 99.81% |
| January 31, 2024 | 99.81% |
| December 31, 2023 | 99.81% |
| November 30, 2023 | 99.55% |
| October 31, 2023 | 99.55% |
| September 30, 2023 | 97.95% |
| August 31, 2023 | 96.63% |
| July 31, 2023 | 91.36% |
| June 30, 2023 | 91.36% |
| May 31, 2023 | 91.36% |
| April 30, 2023 | 86.48% |
| March 31, 2023 | 86.48% |
| February 28, 2023 | 81.02% |
| January 31, 2023 | 81.02% |
| December 31, 2022 | 81.02% |
| November 30, 2022 | 81.02% |
| October 31, 2022 | 81.02% |
| September 30, 2022 | 81.02% |
| August 31, 2022 | 81.02% |
| July 31, 2022 | 81.02% |
| June 30, 2022 | 81.02% |
| May 31, 2022 | 81.02% |
| April 30, 2022 | 81.02% |
| March 31, 2022 | 81.02% |
| Date | Value |
|---|---|
| February 28, 2022 | 81.02% |
| January 31, 2022 | 81.02% |
| December 31, 2021 | 81.02% |
| November 30, 2021 | 81.02% |
| October 31, 2021 | 81.02% |
| September 30, 2021 | 81.02% |
| August 31, 2021 | 81.02% |
| July 31, 2021 | 81.02% |
| June 30, 2021 | 81.02% |
| May 31, 2021 | 81.02% |
| April 30, 2021 | 81.02% |
| March 31, 2021 | 81.02% |
| February 28, 2021 | 81.02% |
| January 31, 2021 | 81.02% |
| December 31, 2020 | 81.02% |
| November 30, 2020 | 81.02% |
| October 31, 2020 | 81.02% |
| September 30, 2020 | 81.02% |
| August 31, 2020 | 81.02% |
| July 31, 2020 | 81.02% |
| June 30, 2020 | 81.02% |
| May 31, 2020 | 81.02% |
| April 30, 2020 | 81.02% |
| March 31, 2020 | 79.90% |
| February 29, 2020 | 69.44% |
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
49.14%
Minimum
Apr 2019
99.91%
Maximum
Mar 2024
80.07%
Average
81.02%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Fulton Financial Corp | 49.38% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 44.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -78.62 |
| Beta (5Y) | 0.1588 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 127.9% |
| Historical Sharpe Ratio (5Y) | -0.5987 |
| Historical Sortino (5Y) | -1.071 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 63.99% |