First Horizon Corp (FHN)
15.14
+0.22
(+1.51%)
USD |
NYSE |
May 01, 11:24
First Horizon Max Drawdown (5Y): 64.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.20% |
March 31, 2024 | 64.20% |
February 29, 2024 | 64.20% |
January 31, 2024 | 64.20% |
December 31, 2023 | 64.20% |
November 30, 2023 | 64.20% |
October 31, 2023 | 64.20% |
September 30, 2023 | 64.20% |
August 31, 2023 | 64.20% |
July 31, 2023 | 64.20% |
June 30, 2023 | 64.20% |
May 31, 2023 | 64.20% |
April 30, 2023 | 64.20% |
March 31, 2023 | 64.20% |
February 28, 2023 | 64.20% |
January 31, 2023 | 64.20% |
December 31, 2022 | 64.20% |
November 30, 2022 | 64.20% |
October 31, 2022 | 64.20% |
September 30, 2022 | 64.20% |
August 31, 2022 | 64.20% |
July 31, 2022 | 64.20% |
June 30, 2022 | 64.20% |
May 31, 2022 | 64.20% |
April 30, 2022 | 64.20% |
Date | Value |
---|---|
March 31, 2022 | 64.20% |
February 28, 2022 | 64.20% |
January 31, 2022 | 64.20% |
December 31, 2021 | 64.20% |
November 30, 2021 | 64.20% |
October 31, 2021 | 64.20% |
September 30, 2021 | 64.20% |
August 31, 2021 | 64.20% |
July 31, 2021 | 64.20% |
June 30, 2021 | 64.20% |
May 31, 2021 | 64.20% |
April 30, 2021 | 64.20% |
March 31, 2021 | 64.20% |
February 28, 2021 | 64.20% |
January 31, 2021 | 64.20% |
December 31, 2020 | 64.20% |
November 30, 2020 | 64.20% |
October 31, 2020 | 64.20% |
September 30, 2020 | 64.20% |
August 31, 2020 | 64.20% |
July 31, 2020 | 64.20% |
June 30, 2020 | 64.20% |
May 31, 2020 | 64.20% |
April 30, 2020 | 64.20% |
March 31, 2020 | 64.20% |
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
38.16%
Minimum
May 2019
64.20%
Maximum
Mar 2020
59.86%
Average
64.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
PNC Financial Services Group Inc | 49.58% |
U.S. Bancorp | 52.12% |
Comerica Inc | 72.44% |
Fifth Third Bancorp | 64.07% |
JPMorgan Chase & Co | 43.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.567 |
Beta (5Y) | 0.9372 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.86% |
Historical Sharpe Ratio (5Y) | 0.0418 |
Historical Sortino (5Y) | 0.0434 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.05% |