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Performance analysis of First Merchants (FRMEP)

Annual Return

Over the past 3 years, FRMEP has had an average annual return of +9.10%, underperforming the benchmark SPY, which returned +19.62% annual.

Since Apr 1, 2022, FRMEP has had an average annual return of +6.89%, underperforming the benchmark SPY, which returned +13.89% annual.

20262025202420232022
+3.14%+8.01%+11.57%+4.58%+2.51%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+1.63%+0.59%+1.16%-1.08%-1.18%+2.44%-0.39%+3.14%
2025+1.03%+0.84%-2.54%+4.62%-1.12%+0.40%+0.87%+1%+0.97%+2.21%-0.19%-0.19%+8.01%
2024+6.88%-3.08%+0.48%+1.79%+0.92%-1.69%+3.27%-0.83%+1.08%+3.54%-0.44%-0.54%+11.57%
2023+3.86%-2.13%-5.64%+4%-2.03%+1.04%+3.29%-1.21%+0.04%-1.38%+2.08%+3.09%+4.58%
2022+2.79%-1.90%-0.81%+2.05%+1.17%-3.63%+2.69%+0.70%-0.39%+2.51%

Drawdown analysis of First Merchants (FRMEP)

The maximum drawdown for the FRMEP was -11.85%, occurring on May 8, 2023. Recovery took 164 trading sessions.

The current FRMEP drawdown is -0.86%.

Since Apr 1, 2022 FRMEP has experienced the following drawdowns:

  • 10% or more: 1 time
DepthStartTo BottomBottomTo RecoverEndTotal
-11.85%Aug 15, 2022183May 8, 2023164Jan 2, 2024347
-5.29%Apr 28, 202214May 18, 202250Aug 1, 202264
-4.63%Jan 21, 202635Mar 12, 2026OngoingOngoingOngoing
-4.48%Feb 18, 20256Feb 26, 20252Feb 28, 20258
-4.12%Jan 31, 202418Feb 27, 202449May 7, 202467
-3.24%May 16, 202424Jun 21, 202424Jul 26, 202448
-3.01%Nov 17, 202524Dec 22, 202514Jan 13, 202638
-2.91%Jan 29, 20241Jan 30, 20241Jan 31, 20242
-2.89%May 12, 20253May 15, 202565Aug 19, 202568
-2.84%Nov 1, 202446Jan 10, 202514Jan 31, 202560
-2.54%Feb 28, 20252Mar 4, 202538Apr 28, 202540
-2.25%Oct 16, 20253Oct 21, 20258Oct 31, 202511
-2.20%Jan 3, 20244Jan 9, 20243Jan 12, 20247
-1.98%Apr 30, 20257May 9, 20251May 12, 20258
-1.94%Jan 12, 20241Jan 16, 20244Jan 22, 20245
-1.93%Jan 22, 20241Jan 23, 20244Jan 29, 20245
-1.73%Sep 4, 20242Sep 6, 20242Sep 10, 20244
-1.57%Jul 31, 20243Aug 5, 202421Sep 4, 202424
-1.49%Jan 13, 20262Jan 15, 20261Jan 16, 20263
-1.46%Apr 4, 20224Apr 8, 20222Apr 12, 20226
-1.19%Sep 3, 20253Sep 8, 202527Oct 15, 202530
-1.14%Apr 20, 20223Apr 25, 20223Apr 28, 20226
-1.12%Apr 12, 20221Apr 13, 20224Apr 20, 20225
-1.05%Aug 22, 20254Aug 28, 20253Sep 3, 20257
-1.03%Jan 31, 20259Feb 13, 20252Feb 18, 202511