First Republic Bank (FRCB)
0.0251
0.00 (0.00%)
USD |
OTCM |
May 06, 15:59
First Republic Bank Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 100.00% |
| October 31, 2023 | 99.99% |
| September 30, 2023 | 99.97% |
| August 31, 2023 | 99.94% |
| July 31, 2023 | 99.92% |
| June 30, 2023 | 99.92% |
| May 31, 2023 | 99.88% |
| April 30, 2023 | 98.40% |
| March 31, 2023 | 94.46% |
| February 28, 2023 | 49.53% |
| January 31, 2023 | 49.53% |
| December 31, 2022 | 49.53% |
| November 30, 2022 | 49.53% |
| October 31, 2022 | 49.53% |
| September 30, 2022 | 40.89% |
| August 31, 2022 | 39.29% |
| July 31, 2022 | 39.29% |
| June 30, 2022 | 39.29% |
| May 31, 2022 | 37.29% |
| April 30, 2022 | 37.29% |
| Date | Value |
|---|---|
| March 31, 2022 | 37.29% |
| February 28, 2022 | 37.29% |
| January 31, 2022 | 37.29% |
| December 31, 2021 | 37.29% |
| November 30, 2021 | 37.29% |
| October 31, 2021 | 37.29% |
| September 30, 2021 | 37.29% |
| August 31, 2021 | 37.29% |
| July 31, 2021 | 37.29% |
| June 30, 2021 | 37.29% |
| May 31, 2021 | 37.29% |
| April 30, 2021 | 37.29% |
| March 31, 2021 | 37.29% |
| February 28, 2021 | 37.29% |
| January 31, 2021 | 37.29% |
| December 31, 2020 | 37.29% |
| November 30, 2020 | 37.29% |
| October 31, 2020 | 37.29% |
| September 30, 2020 | 37.29% |
| August 31, 2020 | 37.29% |
| July 31, 2020 | 37.29% |
| June 30, 2020 | 37.29% |
| May 31, 2020 | 37.29% |
| April 30, 2020 | 37.29% |
| March 31, 2020 | 37.29% |
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
24.29%
Minimum
May 2019
100.00%
Maximum
Nov 2023
50.81%
Average
37.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 47.80% |
| Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -101.24 |
| Beta (5Y) | 1.793 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 216.9% |
| Historical Sharpe Ratio (5Y) | -0.3747 |
| Historical Sortino (5Y) | -0.844 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 67.02% |