KeyCorp (KEY)
14.48
-0.25
(-1.70%)
USD |
NYSE |
Apr 30, 16:00
14.52
+0.04
(+0.28%)
After-Hours: 20:00
KeyCorp Max Drawdown (5Y): 65.22% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 65.22% |
February 29, 2024 | 65.22% |
January 31, 2024 | 65.22% |
December 31, 2023 | 65.22% |
November 30, 2023 | 65.22% |
October 31, 2023 | 65.22% |
September 30, 2023 | 65.22% |
August 31, 2023 | 65.22% |
July 31, 2023 | 65.22% |
June 30, 2023 | 65.22% |
May 31, 2023 | 65.22% |
April 30, 2023 | 60.28% |
March 31, 2023 | 60.28% |
February 28, 2023 | 60.28% |
January 31, 2023 | 60.28% |
December 31, 2022 | 60.28% |
November 30, 2022 | 60.28% |
October 31, 2022 | 60.28% |
September 30, 2022 | 60.28% |
August 31, 2022 | 60.28% |
July 31, 2022 | 60.28% |
June 30, 2022 | 60.28% |
May 31, 2022 | 60.28% |
April 30, 2022 | 60.28% |
March 31, 2022 | 60.28% |
Date | Value |
---|---|
February 28, 2022 | 60.28% |
January 31, 2022 | 60.28% |
December 31, 2021 | 60.28% |
November 30, 2021 | 60.28% |
October 31, 2021 | 60.28% |
September 30, 2021 | 60.28% |
August 31, 2021 | 60.28% |
July 31, 2021 | 60.28% |
June 30, 2021 | 60.28% |
May 31, 2021 | 60.28% |
April 30, 2021 | 60.28% |
March 31, 2021 | 60.28% |
February 28, 2021 | 60.28% |
January 31, 2021 | 60.28% |
December 31, 2020 | 60.28% |
November 30, 2020 | 60.28% |
October 31, 2020 | 60.28% |
September 30, 2020 | 60.28% |
August 31, 2020 | 60.28% |
July 31, 2020 | 60.28% |
June 30, 2020 | 60.28% |
May 31, 2020 | 60.28% |
April 30, 2020 | 60.28% |
March 31, 2020 | 60.28% |
February 29, 2020 | 36.14% |
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
36.14%
Minimum
May 2019
65.22%
Maximum
May 2023
57.11%
Average
60.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Comerica Inc | 72.44% |
Fifth Third Bancorp | 64.07% |
Regions Financial Corp | 60.72% |
Citigroup Inc | 56.50% |
Huntington Bancshares Inc | 55.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.85 |
Beta (5Y) | 1.292 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.79% |
Historical Sharpe Ratio (5Y) | 0.069 |
Historical Sortino (5Y) | 0.0878 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.53% |