First Republic Corp of America (FRPC)
2.75
0.00 (0.00%)
USD |
OTCM |
Nov 22, 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 | -- |
| 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% |