First United Corp (FUNC)
22.61
-0.03
(-0.13%)
USD |
NASDAQ |
Apr 30, 16:00
22.61
0.00 (0.00%)
After-Hours: 17:09
First United Max Drawdown (5Y): 54.90% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 54.90% |
July 31, 2020 | 54.69% |
June 30, 2020 | 52.72% |
May 31, 2020 | 52.72% |
April 30, 2020 | 52.72% |
March 31, 2020 | 52.72% |
February 29, 2020 | 36.74% |
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
Apr 2019
54.90%
Maximum
Aug 2020
51.42%
Average
54.90%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 44.54% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.687 |
Beta (5Y) | 0.8574 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.69% |
Historical Sharpe Ratio (5Y) | 0.1991 |
Historical Sortino (5Y) | 0.2312 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.96% |