Citigroup Inc (C)
61.42
+0.09
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USD |
NYSE |
May 01, 10:34
Citigroup Max Drawdown (5Y): 56.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.50% |
March 31, 2024 | 56.50% |
February 29, 2024 | 56.50% |
January 31, 2024 | 56.50% |
December 31, 2023 | 56.50% |
November 30, 2023 | 56.50% |
October 31, 2023 | 56.50% |
September 30, 2023 | 56.50% |
August 31, 2023 | 56.50% |
July 31, 2023 | 56.50% |
June 30, 2023 | 56.50% |
May 31, 2023 | 56.50% |
April 30, 2023 | 56.50% |
March 31, 2023 | 56.50% |
February 28, 2023 | 56.50% |
January 31, 2023 | 56.50% |
December 31, 2022 | 56.50% |
November 30, 2022 | 56.50% |
October 31, 2022 | 56.50% |
September 30, 2022 | 56.50% |
August 31, 2022 | 56.50% |
July 31, 2022 | 56.50% |
June 30, 2022 | 56.50% |
May 31, 2022 | 56.50% |
April 30, 2022 | 56.50% |
Date | Value |
---|---|
March 31, 2022 | 56.50% |
February 28, 2022 | 56.50% |
January 31, 2022 | 56.50% |
December 31, 2021 | 56.50% |
November 30, 2021 | 56.50% |
October 31, 2021 | 56.50% |
September 30, 2021 | 56.50% |
August 31, 2021 | 56.50% |
July 31, 2021 | 56.50% |
June 30, 2021 | 56.50% |
May 31, 2021 | 56.50% |
April 30, 2021 | 56.50% |
March 31, 2021 | 56.50% |
February 28, 2021 | 56.50% |
January 31, 2021 | 56.50% |
December 31, 2020 | 56.50% |
November 30, 2020 | 56.50% |
October 31, 2020 | 56.50% |
September 30, 2020 | 56.50% |
August 31, 2020 | 56.50% |
July 31, 2020 | 56.50% |
June 30, 2020 | 56.50% |
May 31, 2020 | 56.50% |
April 30, 2020 | 56.50% |
March 31, 2020 | 56.50% |
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
41.85%
Minimum
May 2019
56.50%
Maximum
Mar 2020
54.06%
Average
56.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Bank of America Corp | 48.93% |
Fifth Third Bancorp | 64.07% |
JPMorgan Chase & Co | 43.62% |
PNC Financial Services Group Inc | 49.58% |
Wells Fargo & Co | 64.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.79 |
Beta (5Y) | 1.490 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.64% |
Historical Sharpe Ratio (5Y) | -0.0314 |
Historical Sortino (5Y) | -0.0418 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.23% |