Truist Financial Corp (TFC)
39.20
-0.27
(-0.68%)
USD |
NYSE |
May 13, 12:58
Truist Financial Max Drawdown (5Y): 59.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.10% |
March 31, 2024 | 59.10% |
February 29, 2024 | 59.10% |
January 31, 2024 | 59.10% |
December 31, 2023 | 59.10% |
November 30, 2023 | 59.10% |
October 31, 2023 | 59.10% |
September 30, 2023 | 59.10% |
August 31, 2023 | 59.10% |
July 31, 2023 | 59.10% |
June 30, 2023 | 59.10% |
May 31, 2023 | 59.10% |
April 30, 2023 | 54.34% |
March 31, 2023 | 54.34% |
February 28, 2023 | 54.34% |
January 31, 2023 | 54.34% |
December 31, 2022 | 54.34% |
November 30, 2022 | 54.34% |
October 31, 2022 | 54.34% |
September 30, 2022 | 54.34% |
August 31, 2022 | 54.34% |
July 31, 2022 | 54.34% |
June 30, 2022 | 54.34% |
May 31, 2022 | 54.34% |
April 30, 2022 | 54.34% |
Date | Value |
---|---|
March 31, 2022 | 54.34% |
February 28, 2022 | 54.34% |
January 31, 2022 | 54.34% |
December 31, 2021 | 54.34% |
November 30, 2021 | 54.34% |
October 31, 2021 | 54.34% |
September 30, 2021 | 54.34% |
August 31, 2021 | 54.34% |
July 31, 2021 | 54.34% |
June 30, 2021 | 54.34% |
May 31, 2021 | 54.34% |
April 30, 2021 | 54.34% |
March 31, 2021 | 54.34% |
February 28, 2021 | 54.34% |
January 31, 2021 | 54.34% |
December 31, 2020 | 54.34% |
November 30, 2020 | 54.34% |
October 31, 2020 | 54.34% |
September 30, 2020 | 54.34% |
August 31, 2020 | 54.34% |
July 31, 2020 | 54.34% |
June 30, 2020 | 54.34% |
May 31, 2020 | 54.34% |
April 30, 2020 | 54.34% |
March 31, 2020 | 54.34% |
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
25.56%
Minimum
May 2019
59.10%
Maximum
May 2023
50.49%
Average
54.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
JPMorgan Chase & Co | 43.62% |
Citigroup Inc | 56.50% |
PNC Financial Services Group Inc | 49.58% |
U.S. Bancorp | 52.12% |
Fifth Third Bancorp | 64.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.76 |
Beta (5Y) | 1.070 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.18% |
Historical Sharpe Ratio (5Y) | -0.1033 |
Historical Sortino (5Y) | -0.1239 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.20% |