First Merchants Corp. (Indiana) (FRME)
41.92
-0.11
(-0.26%)
USD |
NASDAQ |
Aug 24, 16:00
41.92
0.00 (0.00%)
After-Hours: 20:00
First Merchants Max Drawdown (5Y) : 47.28% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2024 | 53.02% |
| July 31, 2024 | 53.02% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 53.02% |
| June 30, 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| FB Financial Corp. | 47.79% |
| Live Oak Bancshares, Inc. | 79.41% |
| Coastal Financial Corp. (Washington) | 66.45% |
| Huntington Bancshares, Inc. | 44.08% |
| BancFirst Corp. (Oklahoma) | 37.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.552 |
| Beta (5Y) | 0.8453 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.94% |
| Historical Sharpe Ratio (5Y) | 0.041 |
| Historical Sortino (5Y) | 0.0783 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.02% |