Comerica Inc (CMA)
51.26
+1.09
(+2.17%)
USD |
NYSE |
May 01, 16:00
51.26
0.00 (0.00%)
After-Hours: 20:00
Comerica Max Drawdown (5Y): 72.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.44% |
March 31, 2024 | 72.44% |
February 29, 2024 | 72.44% |
January 31, 2024 | 72.44% |
December 31, 2023 | 72.44% |
November 30, 2023 | 72.44% |
October 31, 2023 | 72.44% |
September 30, 2023 | 72.44% |
August 31, 2023 | 72.44% |
July 31, 2023 | 72.44% |
June 30, 2023 | 72.44% |
May 31, 2023 | 72.44% |
April 30, 2023 | 72.44% |
March 31, 2023 | 72.44% |
February 28, 2023 | 72.44% |
January 31, 2023 | 72.44% |
December 31, 2022 | 72.44% |
November 30, 2022 | 72.44% |
October 31, 2022 | 72.44% |
September 30, 2022 | 72.44% |
August 31, 2022 | 72.44% |
July 31, 2022 | 72.44% |
June 30, 2022 | 72.44% |
May 31, 2022 | 72.44% |
April 30, 2022 | 72.44% |
Date | Value |
---|---|
March 31, 2022 | 72.44% |
February 28, 2022 | 72.44% |
January 31, 2022 | 72.44% |
December 31, 2021 | 72.44% |
November 30, 2021 | 72.44% |
October 31, 2021 | 72.44% |
September 30, 2021 | 72.44% |
August 31, 2021 | 72.44% |
July 31, 2021 | 72.44% |
June 30, 2021 | 72.44% |
May 31, 2021 | 72.44% |
April 30, 2021 | 72.44% |
March 31, 2021 | 72.44% |
February 28, 2021 | 72.44% |
January 31, 2021 | 72.44% |
December 31, 2020 | 72.44% |
November 30, 2020 | 72.44% |
October 31, 2020 | 72.44% |
September 30, 2020 | 72.44% |
August 31, 2020 | 72.44% |
July 31, 2020 | 72.44% |
June 30, 2020 | 72.44% |
May 31, 2020 | 72.44% |
April 30, 2020 | 72.44% |
March 31, 2020 | 71.08% |
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
40.49%
Minimum
May 2019
72.44%
Maximum
Apr 2020
67.17%
Average
72.44%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
KeyCorp | 65.22% |
Regions Financial Corp | 60.72% |
U.S. Bancorp | 52.12% |
Fifth Third Bancorp | 64.07% |
Zions Bancorp NA | 72.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.31 |
Beta (5Y) | 1.277 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.04% |
Historical Sharpe Ratio (5Y) | -0.1321 |
Historical Sortino (5Y) | -0.167 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.16% |