First Merchants Corp (FRME)
45.86
+1.81
(+4.11%)
USD |
NASDAQ |
Nov 25, 10:56
First Merchants Max Drawdown (5Y): 53.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.02% |
| September 30, 2024 | 53.02% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.02% |
| August 31, 2022 | 53.02% |
| July 31, 2022 | 53.02% |
| June 30, 2022 | 53.02% |
| May 31, 2022 | 53.02% |
| April 30, 2022 | 53.02% |
| March 31, 2022 | 53.02% |
| February 28, 2022 | 53.02% |
| January 31, 2022 | 53.02% |
| December 31, 2021 | 53.02% |
| November 30, 2021 | 53.02% |
| October 31, 2021 | 53.02% |
| September 30, 2021 | 53.02% |
| August 31, 2021 | 53.02% |
| July 31, 2021 | 53.02% |
| June 30, 2021 | 53.02% |
| May 31, 2021 | 53.02% |
| April 30, 2021 | 53.02% |
| March 31, 2021 | 53.02% |
| February 28, 2021 | 53.02% |
| January 31, 2021 | 53.02% |
| December 31, 2020 | 53.02% |
| November 30, 2020 | 53.02% |
| October 31, 2020 | 53.02% |
| September 30, 2020 | 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
33.64%
Minimum
Nov 2019
53.02%
Maximum
Sep 2020
51.56%
Average
53.02%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Old Second Bancorp Inc | 60.07% |
| First Horizon Corp | 64.20% |
| Provident Financial Services Inc | 64.08% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.37 |
| Beta (5Y) | 1.017 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.75% |
| Historical Sharpe Ratio (5Y) | -0.0066 |
| Historical Sortino (5Y) | -0.0105 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.49% |