First National Corp (FXNC)
22.55
-0.39
(-1.70%)
USD |
NASDAQ |
Nov 21, 16:00
First National Max Drawdown (5Y): 42.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.62% |
| September 30, 2024 | 42.62% |
| August 31, 2024 | 42.62% |
| July 31, 2024 | 42.62% |
| June 30, 2024 | 42.62% |
| May 31, 2024 | 42.62% |
| April 30, 2024 | 42.62% |
| March 31, 2024 | 42.62% |
| February 29, 2024 | 42.62% |
| January 31, 2024 | 42.62% |
| December 31, 2023 | 42.62% |
| November 30, 2023 | 42.62% |
| October 31, 2023 | 42.62% |
| September 30, 2023 | 42.62% |
| August 31, 2023 | 42.62% |
| July 31, 2023 | 42.62% |
| June 30, 2023 | 42.62% |
| May 31, 2023 | 42.62% |
| April 30, 2023 | 42.62% |
| March 31, 2023 | 42.62% |
| February 28, 2023 | 42.62% |
| January 31, 2023 | 42.62% |
| December 31, 2022 | 42.62% |
| November 30, 2022 | 42.62% |
| October 31, 2022 | 42.62% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.62% |
| August 31, 2022 | 42.62% |
| July 31, 2022 | 42.62% |
| June 30, 2022 | 42.62% |
| May 31, 2022 | 42.62% |
| April 30, 2022 | 42.62% |
| March 31, 2022 | 42.62% |
| February 28, 2022 | 42.62% |
| January 31, 2022 | 42.62% |
| December 31, 2021 | 42.62% |
| November 30, 2021 | 42.62% |
| October 31, 2021 | 42.62% |
| September 30, 2021 | 42.62% |
| August 31, 2021 | 42.62% |
| July 31, 2021 | 42.62% |
| June 30, 2021 | 42.62% |
| May 31, 2021 | 42.62% |
| April 30, 2021 | 42.62% |
| March 31, 2021 | 42.62% |
| February 28, 2021 | 42.62% |
| January 31, 2021 | 42.62% |
| December 31, 2020 | 42.62% |
| November 30, 2020 | 42.62% |
| October 31, 2020 | 42.62% |
| September 30, 2020 | 42.62% |
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
39.33%
Minimum
Apr 2020
50.69%
Maximum
Nov 2019
42.98%
Average
42.62%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| First Bancorp | 54.14% |
| National Bankshares Inc | 48.69% |
| Prosperity Bancshares Inc | 42.29% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.180 |
| Beta (5Y) | 0.4837 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.67% |
| Historical Sharpe Ratio (5Y) | 0.0746 |
| Historical Sortino (5Y) | 0.109 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.59% |