F N B Corp (FNB)
13.94
+0.15
(+1.09%)
USD |
NYSE |
May 06, 16:00
13.94
0.00 (0.00%)
Pre-Market: 20:00
F N B Max Drawdown (5Y): 61.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.41% |
March 31, 2024 | 61.41% |
February 29, 2024 | 61.41% |
January 31, 2024 | 61.41% |
December 31, 2023 | 61.41% |
November 30, 2023 | 61.41% |
October 31, 2023 | 61.41% |
September 30, 2023 | 61.41% |
August 31, 2023 | 61.41% |
July 31, 2023 | 61.41% |
June 30, 2023 | 61.41% |
May 31, 2023 | 61.41% |
April 30, 2023 | 61.41% |
March 31, 2023 | 61.41% |
February 28, 2023 | 61.41% |
January 31, 2023 | 61.41% |
December 31, 2022 | 61.41% |
November 30, 2022 | 61.41% |
October 31, 2022 | 61.41% |
September 30, 2022 | 61.41% |
August 31, 2022 | 61.41% |
July 31, 2022 | 61.41% |
June 30, 2022 | 61.41% |
May 31, 2022 | 61.41% |
April 30, 2022 | 61.41% |
Date | Value |
---|---|
March 31, 2022 | 61.41% |
February 28, 2022 | 61.41% |
January 31, 2022 | 61.41% |
December 31, 2021 | 61.41% |
November 30, 2021 | 61.41% |
October 31, 2021 | 61.41% |
September 30, 2021 | 61.41% |
August 31, 2021 | 61.41% |
July 31, 2021 | 61.41% |
June 30, 2021 | 61.41% |
May 31, 2021 | 61.41% |
April 30, 2021 | 61.41% |
March 31, 2021 | 61.41% |
February 28, 2021 | 61.41% |
January 31, 2021 | 61.41% |
December 31, 2020 | 61.41% |
November 30, 2020 | 61.41% |
October 31, 2020 | 61.41% |
September 30, 2020 | 61.41% |
August 31, 2020 | 61.41% |
July 31, 2020 | 61.41% |
June 30, 2020 | 61.41% |
May 31, 2020 | 61.41% |
April 30, 2020 | 61.41% |
March 31, 2020 | 61.41% |
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
38.13%
Minimum
May 2019
61.41%
Maximum
Mar 2020
57.53%
Average
61.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Huntington Bancshares Inc | 55.00% |
Hancock Whitney Corp | 70.94% |
KeyCorp | 65.22% |
Bank OZK | 70.41% |
Wintrust Financial Corp | 74.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.913 |
Beta (5Y) | 1.007 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.87% |
Historical Sharpe Ratio (5Y) | 0.1272 |
Historical Sortino (5Y) | 0.1733 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.04% |