Merchants Financial Group Inc (MFGI)
23.90
0.00 (0.00%)
USD |
OTCM |
May 21, 16:00
Merchants Financial Group Max Drawdown (5Y): 31.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 31.63% |
| March 31, 2024 | 31.63% |
| February 29, 2024 | 31.63% |
| January 31, 2024 | 31.63% |
| December 31, 2023 | 31.63% |
| November 30, 2023 | 31.63% |
| October 31, 2023 | 31.63% |
| September 30, 2023 | 31.63% |
| August 31, 2023 | 31.63% |
| July 31, 2023 | 31.63% |
| June 30, 2023 | 31.63% |
| May 31, 2023 | 31.63% |
| April 30, 2023 | 31.63% |
| March 31, 2023 | 31.63% |
| February 28, 2023 | 31.63% |
| January 31, 2023 | 31.63% |
| December 31, 2022 | 31.63% |
| November 30, 2022 | 31.63% |
| October 31, 2022 | 31.63% |
| September 30, 2022 | 31.63% |
| August 31, 2022 | 31.63% |
| July 31, 2022 | 31.63% |
| June 30, 2022 | 31.63% |
| May 31, 2022 | 31.63% |
| April 30, 2022 | 31.63% |
| Date | Value |
|---|---|
| March 31, 2022 | 31.63% |
| February 28, 2022 | 31.63% |
| January 31, 2022 | 31.63% |
| December 31, 2021 | 31.63% |
| November 30, 2021 | 31.63% |
| October 31, 2021 | 31.63% |
| September 30, 2021 | 31.63% |
| August 31, 2021 | 31.63% |
| July 31, 2021 | 31.63% |
| June 30, 2021 | 31.63% |
| May 31, 2021 | 31.63% |
| April 30, 2021 | 31.63% |
| March 31, 2021 | 31.63% |
| February 28, 2021 | 31.63% |
| January 31, 2021 | 31.63% |
| December 31, 2020 | 31.63% |
| November 30, 2020 | 31.63% |
| October 31, 2020 | 31.63% |
| September 30, 2020 | 31.63% |
| August 31, 2020 | 31.63% |
| July 31, 2020 | 31.63% |
| June 30, 2020 | 31.63% |
| May 31, 2020 | 28.64% |
| April 30, 2020 | 24.75% |
| March 31, 2020 | 22.16% |
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
16.02%
Minimum
May 2019
31.63%
Maximum
Jun 2020
28.71%
Average
31.63%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 47.80% |
| Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.461 |
| Beta (5Y) | 0.1401 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.15% |
| Historical Sharpe Ratio (5Y) | 0.0062 |
| Historical Sortino (5Y) | 0.008 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.56% |