First Merchants Corp. (Indiana) (FRME)
40.15
+0.57
(+1.44%)
USD |
NASDAQ |
Oct 02, 16:00
40.16
+0.02
(+0.04%)
After-Hours: 20:00
First Merchants Max Drawdown (5Y) : 47.28% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 47.28% |
| August 31, 2026 | 47.28% |
| July 31, 2026 | 47.28% |
| June 30, 2026 | 47.28% |
| May 31, 2026 | 47.28% |
| April 30, 2026 | 47.28% |
| March 31, 2026 | 47.28% |
| February 28, 2026 | 47.28% |
| January 31, 2026 | 47.28% |
| December 31, 2025 | 47.28% |
| November 30, 2025 | 47.28% |
| October 31, 2025 | 47.28% |
| September 30, 2025 | 47.62% |
| August 31, 2025 | 53.02% |
| July 31, 2025 | 53.02% |
| June 30, 2025 | 53.02% |
| May 31, 2025 | 53.02% |
| April 30, 2025 | 53.02% |
| March 31, 2025 | 53.02% |
| February 28, 2025 | 53.02% |
| January 31, 2025 | 53.02% |
| December 31, 2024 | 53.02% |
| November 30, 2024 | 53.02% |
| October 31, 2024 | 53.02% |
| September 30, 2024 | 53.02% |
| Date | Value |
|---|---|
| August 31, 2024 | 53.02% |
| July 31, 2024 | 53.02% |
| June 30, 2024 | 53.02% |
| May 31, 2024 | 53.02% |
| April 30, 2024 | 53.02% |
| March 31, 2024 | 53.02% |
| February 29, 2024 | 53.02% |
| January 31, 2024 | 53.02% |
| December 31, 2023 | 53.02% |
| November 30, 2023 | 53.02% |
| October 31, 2023 | 53.02% |
| September 30, 2023 | 53.02% |
| August 31, 2023 | 53.02% |
| July 31, 2023 | 53.02% |
| June 30, 2023 | 53.02% |
| May 31, 2023 | 53.02% |
| April 30, 2023 | 53.02% |
| March 31, 2023 | 53.02% |
| February 28, 2023 | 53.02% |
| January 31, 2023 | 53.02% |
| December 31, 2022 | 53.02% |
| November 30, 2022 | 53.02% |
| October 31, 2022 | 53.02% |
| September 30, 2022 | 53.02% |
| August 31, 2022 | 53.02% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| BancFirst Corp. (Oklahoma) | 37.97% |
| Bank of Hawaii Corp. | 62.63% |
| Colony Bankcorp, Inc. | 52.28% |
| Cullen/Frost Bankers, Inc. | 45.62% |
| Glacier Bancorp, Inc. | 56.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.862 |
| Beta (5Y) | 0.8749 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.90% |
| Historical Sharpe Ratio (5Y) | -0.0371 |
| Historical Sortino (5Y) | -0.0712 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.02% |