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FRME: First Merchants Corporation (STOCK)
Basic Info 35.88 0.13(0.36%) May 10
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 06/20/1989 |
Last Dividend Date: | 02/29/2024 |
12-Mo. Yield | 5.23% |
Expenses | - |
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Performance Analytics (As of 05/08/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/20/1989 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.4 | -2.2 | 48.5 | -5.3 | 2.6 | 8.4 | 9.6 | 5.1 | 6.9 | -5.8 | 1.1 | 15.0 | -6.9 | 24.6 | -16.9 | 13.6 | 51.1 | 13.6 | 1.5 | 55.0 | 76.6 | -3.9 | 49.9 | -71.6 | 6.0 | -16.3 | 8.5 | -4.8 | 15.1 | 16.1 | -1.6 | 10.1 | -10.1 | 0.5 | 5.2 | 40.6 | 2.9 | 18.8 | 12.1 | -3.3 | 51.3 | 35.2 | -10.2 | 4.3 |
Sharpe Ratio | NA | -0.67 | 0.93 | -0.29 | 0.0 | 0.21 | NA | NA | 0.13 | -0.29 | -0.01 | 0.48 | -0.12 | 0.91 | -0.77 | 0.59 | 2.12 | 0.7 | 0.07 | 2.5 | 2.95 | -0.09 | 1.01 | -0.94 | 0.07 | -0.42 | 0.2 | -0.29 | 0.58 | 0.54 | -0.07 | 0.2 | -0.35 | -0.07 | 0.05 | 1.46 | -0.02 | 0.56 | 0.32 | -0.17 | 1.26 | 0.64 | -0.35 | 0.15 |
Draw Down(%) | NA | 11.7 | 19.2 | 45.1 | 47.3 | 53.0 | NA | NA | 81.3 | 42.5 | 23.4 | 23.0 | 46.6 | 18.8 | 33.6 | 11.8 | 15.6 | 8.8 | 14.1 | 10.5 | 19.7 | 30.3 | 21.9 | 77.1 | 43.7 | 31.8 | 16.9 | 17.3 | 13.5 | 8.2 | 26.7 | 13.0 | 28.9 | 17.7 | 30.5 | 7.5 | 15.5 | 4.5 | 9.6 | 13.8 | 10.4 | 14.7 | 30.4 | 7.8 |
Standard Deviation(%) | NA | 28.3 | 31.4 | 30.2 | 38.3 | 31.4 | NA | NA | 37.5 | 35.4 | 26.8 | 31.3 | 60.9 | 25.4 | 23.6 | 22.0 | 24.0 | 19.4 | 22.2 | 22.0 | 26.2 | 43.8 | 49.6 | 76.2 | 69.4 | 46.2 | 26.7 | 24.1 | 24.2 | 28.5 | 40.7 | 40.0 | 40.8 | 38.2 | 34.3 | 25.3 | 35.8 | 26.6 | 28.3 | 31.9 | 38.4 | 48.7 | 44.1 | 18.5 |
Treynor Ratio | NA | -0.25 | 0.28 | -0.11 | 0.0 | 0.07 | NA | NA | 0.05 | -0.08 | 0.0 | 0.13 | -0.06 | 0.2 | -0.24 | 0.08 | 0.43 | 0.18 | 0.01 | 0.5 | 0.6 | -0.03 | 0.31 | -0.34 | 0.04 | -0.1 | 0.03 | -0.05 | 0.11 | 0.19 | -0.04 | 0.12 | -0.27 | -0.09 | 0.06 | 5.79 | 0.02 | -0.55 | 8.56 | -0.22 | 2.72 | 0.77 | -0.49 | -0.31 |
Alpha | NA | -0.12 | 0.03 | -0.04 | -0.02 | 0.0 | NA | NA | 0.01 | -0.12 | 0.06 | -0.04 | -0.06 | -0.03 | -0.05 | -0.07 | 0.12 | 0.05 | -0.04 | 0.06 | 0.16 | -0.01 | 0.11 | -0.61 | 0.29 | -0.07 | -0.05 | -0.03 | 0.01 | -0.01 | 0.08 | 0.1 | 0.0 | 0.0 | 0.0 | 0.13 | 0.04 | 0.1 | 0.05 | -0.01 | 0.18 | 0.11 | -0.02 | 0.02 |
Beta | NA | 0.75 | 1.02 | 0.81 | 1.0 | 0.99 | NA | NA | 0.96 | 1.3 | 0.61 | 1.11 | 1.13 | 1.14 | 0.78 | 1.69 | 1.17 | 0.77 | 1.08 | 1.09 | 1.29 | 1.48 | 1.6 | 2.13 | 1.16 | 1.9 | 1.79 | 1.48 | 1.32 | 0.8 | 0.68 | 0.67 | 0.52 | 0.32 | 0.34 | 0.06 | -0.28 | -0.27 | 0.01 | 0.25 | 0.18 | 0.41 | 0.32 | -0.09 |
RSquared | NA | 0.1 | 0.14 | 0.21 | 0.31 | 0.31 | NA | NA | 0.21 | 0.23 | 0.31 | 0.21 | 0.41 | 0.32 | 0.32 | 0.26 | 0.41 | 0.38 | 0.31 | 0.3 | 0.39 | 0.62 | 0.34 | 0.58 | 0.46 | 0.43 | 0.46 | 0.4 | 0.36 | 0.23 | 0.19 | 0.13 | 0.08 | 0.02 | 0.04 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.0 |
Yield(%) | N/A | 0.9 | 5.4 | 2.7 | 3.1 | 4.2 | 5.3 | 3.1 | N/A | 3.3 | 2.9 | 3.1 | 2.5 | 2.9 | 2.0 | 1.8 | 2.2 | 1.8 | 1.3 | 1.4 | 1.2 | 0.4 | 0.7 | 2.1 | 4.5 | 3.4 | 3.5 | 3.3 | 3.6 | 4.1 | 4.0 | 4.5 | 3.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -74.6 | 6.2 | 28.4 | 100.0 | 67.0 | 16.2 | N/A | N/A | 7.2 | 10.6 | 8.7 | 4.0 | 19.0 | 21.7 | 27.8 | 31.7 | 41.4 | 38.1 | 110.0 | 150.0 | 0.0 | -91.5 | -48.9 | 0.0 | 0.0 | 0.0 | 0.0 | 2.2 | 4.7 | 4.9 | 5.1 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/20/1989
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