First United Corp (FUNC)
34.41
+0.21
(+0.61%)
USD |
NASDAQ |
Nov 21, 16:00
34.46
+0.05
(+0.15%)
Pre-Market: 20:00
First United Max Drawdown (5Y): 54.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 54.90% |
September 30, 2024 | 54.90% |
August 31, 2024 | 54.90% |
July 31, 2024 | 54.90% |
June 30, 2024 | 54.90% |
May 31, 2024 | 54.90% |
April 30, 2024 | 54.90% |
March 31, 2024 | 54.90% |
February 29, 2024 | 54.90% |
January 31, 2024 | 54.90% |
December 31, 2023 | 54.90% |
November 30, 2023 | 54.90% |
October 31, 2023 | 54.90% |
September 30, 2023 | 54.90% |
August 31, 2023 | 54.90% |
July 31, 2023 | 54.90% |
June 30, 2023 | 54.90% |
May 31, 2023 | 54.90% |
April 30, 2023 | 54.90% |
March 31, 2023 | 54.90% |
February 28, 2023 | 54.90% |
January 31, 2023 | 54.90% |
December 31, 2022 | 54.90% |
November 30, 2022 | 54.90% |
October 31, 2022 | 54.90% |
Date | Value |
---|---|
September 30, 2022 | 54.90% |
August 31, 2022 | 54.90% |
July 31, 2022 | 54.90% |
June 30, 2022 | 54.90% |
May 31, 2022 | 54.90% |
April 30, 2022 | 54.90% |
March 31, 2022 | 54.90% |
February 28, 2022 | 54.90% |
January 31, 2022 | 54.90% |
December 31, 2021 | 54.90% |
November 30, 2021 | 54.90% |
October 31, 2021 | 54.90% |
September 30, 2021 | 54.90% |
August 31, 2021 | 54.90% |
July 31, 2021 | 54.90% |
June 30, 2021 | 54.90% |
May 31, 2021 | 54.90% |
April 30, 2021 | 54.90% |
March 31, 2021 | 54.90% |
February 28, 2021 | 54.90% |
January 31, 2021 | 54.90% |
December 31, 2020 | 54.90% |
November 30, 2020 | 54.90% |
October 31, 2020 | 54.90% |
September 30, 2020 | 54.90% |
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
36.74%
Minimum
Nov 2019
54.90%
Maximum
Aug 2020
53.54%
Average
54.90%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
City Holding Co | 32.25% |
First Savings Financial Group Inc | 58.81% |
QCR Holdings Inc | 52.99% |
Unity Bancorp Inc | 59.96% |
Bank7 Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.254 |
Beta (5Y) | 0.7804 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.79% |
Historical Sharpe Ratio (5Y) | 0.1917 |
Historical Sortino (5Y) | 0.2463 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.96% |