Republic First Bancorp Inc (FRBKQ)
0.0004
0.00 (0.00%)
USD |
OTCM |
Sep 27, 16:00
Republic First Bancorp Max Drawdown (5Y): 99.96% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 99.96% |
July 31, 2024 | 99.96% |
June 30, 2024 | 99.96% |
May 31, 2024 | 99.91% |
April 30, 2024 | 99.91% |
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% |
Date | Value |
---|---|
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% |
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% |
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
60.61%
Minimum
Sep 2019
99.96%
Maximum
Jun 2024
83.91%
Average
81.02%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
California Business Bank | 99.96% |
Gold Canyon Bank Az | 97.74% |
Terme Bancorp Inc | 99.93% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -74.72 |
Beta (5Y) | -0.1729 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 147.2% |
Historical Sharpe Ratio (5Y) | -0.5236 |
Historical Sortino (5Y) | -1.014 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 65.71% |