Cullen/Frost Bankers Inc (CFR)
105.75
-0.70
(-0.66%)
USD |
NYSE |
May 03, 16:00
105.75
0.00 (0.00%)
After-Hours: 20:00
Cullen/Frost Bankers Max Drawdown (5Y): 56.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.84% |
March 31, 2024 | 56.84% |
February 29, 2024 | 56.84% |
January 31, 2024 | 56.84% |
December 31, 2023 | 56.84% |
November 30, 2023 | 56.84% |
October 31, 2023 | 56.84% |
September 30, 2023 | 56.84% |
August 31, 2023 | 56.84% |
July 31, 2023 | 56.84% |
June 30, 2023 | 56.84% |
May 31, 2023 | 56.84% |
April 30, 2023 | 56.84% |
March 31, 2023 | 56.84% |
February 28, 2023 | 56.84% |
January 31, 2023 | 56.84% |
December 31, 2022 | 56.84% |
November 30, 2022 | 56.84% |
October 31, 2022 | 56.84% |
September 30, 2022 | 56.84% |
August 31, 2022 | 56.84% |
July 31, 2022 | 56.84% |
June 30, 2022 | 56.84% |
May 31, 2022 | 56.84% |
April 30, 2022 | 56.84% |
Date | Value |
---|---|
March 31, 2022 | 56.84% |
February 28, 2022 | 56.84% |
January 31, 2022 | 56.84% |
December 31, 2021 | 56.84% |
November 30, 2021 | 56.84% |
October 31, 2021 | 56.84% |
September 30, 2021 | 56.84% |
August 31, 2021 | 56.84% |
July 31, 2021 | 56.84% |
June 30, 2021 | 56.84% |
May 31, 2021 | 56.84% |
April 30, 2021 | 56.84% |
March 31, 2021 | 56.84% |
February 28, 2021 | 56.84% |
January 31, 2021 | 56.84% |
December 31, 2020 | 56.84% |
November 30, 2020 | 56.84% |
October 31, 2020 | 56.84% |
September 30, 2020 | 56.84% |
August 31, 2020 | 56.84% |
July 31, 2020 | 56.84% |
June 30, 2020 | 56.84% |
May 31, 2020 | 56.84% |
April 30, 2020 | 56.84% |
March 31, 2020 | 56.84% |
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
46.03%
Minimum
May 2019
56.84%
Maximum
Mar 2020
55.04%
Average
56.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BOK Financial Corp | 64.97% |
Fifth Third Bancorp | 64.07% |
First Merchants Corp | 53.02% |
Fulton Financial Corp | 49.38% |
Huntington Bancshares Inc | 55.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.06 |
Beta (5Y) | 1.042 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.17% |
Historical Sharpe Ratio (5Y) | 0.0454 |
Historical Sortino (5Y) | 0.0598 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.68% |