First Merchants Corp (FRME)
34.69
+0.30
(+0.87%)
USD |
NASDAQ |
May 03, 16:00
34.70
+0.01
(+0.03%)
After-Hours: 20:00
First Merchants Max Drawdown (5Y): 53.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| May 31, 2022 | 53.02% |
| April 30, 2022 | 53.02% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 51.57% |
| July 31, 2020 | 51.57% |
| June 30, 2020 | 51.57% |
| May 31, 2020 | 51.57% |
| April 30, 2020 | 50.85% |
| March 31, 2020 | 50.85% |
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
May 2019
53.02%
Maximum
Sep 2020
49.62%
Average
53.02%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Fulton Financial Corp | 49.38% |
| Mercantile Bank Corp | 52.14% |
| Peoples Bancorp Inc (Marietta OH) | 48.97% |
| Southside Bancshares Inc | 39.21% |
| TriCo Bancshares | 48.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.72 |
| Beta (5Y) | 1.087 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.73% |
| Historical Sharpe Ratio (5Y) | -0.0174 |
| Historical Sortino (5Y) | -0.0267 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.49% |