First Republic Corp of America (FRPC)
2.75
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
First Republic Corp of America Max Drawdown (5Y): 96.42% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 96.42% |
August 31, 2024 | 96.42% |
July 31, 2024 | 96.42% |
June 30, 2024 | 96.42% |
May 31, 2024 | 96.42% |
April 30, 2024 | 96.42% |
March 31, 2024 | 96.42% |
February 29, 2024 | 96.42% |
January 31, 2024 | 96.42% |
December 31, 2023 | 96.42% |
November 30, 2023 | 96.42% |
October 31, 2023 | 96.42% |
September 30, 2023 | 96.42% |
August 31, 2023 | 96.42% |
July 31, 2023 | 96.42% |
June 30, 2023 | 96.42% |
May 31, 2023 | 96.42% |
April 30, 2023 | 96.42% |
March 31, 2023 | 96.42% |
February 28, 2023 | 96.42% |
January 31, 2023 | 96.42% |
December 31, 2022 | 96.42% |
November 30, 2022 | 96.42% |
October 31, 2022 | 96.42% |
September 30, 2022 | 96.42% |
Date | Value |
---|---|
August 31, 2022 | 96.42% |
July 31, 2022 | 96.42% |
June 30, 2022 | 96.42% |
May 31, 2022 | 96.42% |
April 30, 2022 | 96.42% |
March 31, 2022 | 96.42% |
February 28, 2022 | 96.42% |
January 31, 2022 | 96.42% |
December 31, 2021 | 96.42% |
November 30, 2021 | 96.42% |
October 31, 2021 | 96.42% |
September 30, 2021 | 96.42% |
August 31, 2021 | 96.42% |
July 31, 2021 | 96.42% |
June 30, 2021 | 96.30% |
May 31, 2021 | 96.30% |
April 30, 2021 | 96.30% |
March 31, 2021 | 96.30% |
February 28, 2021 | 96.30% |
January 31, 2021 | 96.30% |
December 31, 2020 | 96.30% |
November 30, 2020 | 96.30% |
October 31, 2020 | 96.30% |
September 30, 2020 | 96.30% |
August 31, 2020 | 96.30% |
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
96.30%
Minimum
Nov 2019
96.42%
Maximum
Jul 2021
96.38%
Average
96.42%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
BrightView Holdings Inc | 77.39% |
American Diversified Holdings Corp | 98.32% |
Cass Information Systems Inc | 50.90% |
Cintas Corp | 48.38% |
Resources Connection Inc | 60.11% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.93 |
Beta (5Y) | 0.0418 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 122.6% |
Historical Sharpe Ratio (5Y) | -0.1578 |
Historical Sortino (5Y) | -0.7351 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.33% |