Citigroup Inc (C)
62.64
+0.85
(+1.38%)
USD |
NYSE |
Apr 26, 16:00
62.59
-0.05
(-0.08%)
After-Hours: 16:17
Citigroup Max Drawdown (5Y): 56.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 56.50% |
February 29, 2024 | 56.50% |
January 31, 2024 | 56.50% |
December 31, 2023 | 56.50% |
November 30, 2023 | 56.50% |
October 31, 2023 | 56.50% |
September 30, 2023 | 56.50% |
August 31, 2023 | 56.50% |
July 31, 2023 | 56.50% |
June 30, 2023 | 56.50% |
May 31, 2023 | 56.50% |
April 30, 2023 | 56.50% |
March 31, 2023 | 56.50% |
February 28, 2023 | 56.50% |
January 31, 2023 | 56.50% |
December 31, 2022 | 56.50% |
November 30, 2022 | 56.50% |
October 31, 2022 | 56.50% |
September 30, 2022 | 56.50% |
August 31, 2022 | 56.50% |
July 31, 2022 | 56.50% |
June 30, 2022 | 56.50% |
May 31, 2022 | 56.50% |
April 30, 2022 | 56.50% |
March 31, 2022 | 56.50% |
Date | Value |
---|---|
February 28, 2022 | 56.50% |
January 31, 2022 | 56.50% |
December 31, 2021 | 56.50% |
November 30, 2021 | 56.50% |
October 31, 2021 | 56.50% |
September 30, 2021 | 56.50% |
August 31, 2021 | 56.50% |
July 31, 2021 | 56.50% |
June 30, 2021 | 56.50% |
May 31, 2021 | 56.50% |
April 30, 2021 | 56.50% |
March 31, 2021 | 56.50% |
February 28, 2021 | 56.50% |
January 31, 2021 | 56.50% |
December 31, 2020 | 56.50% |
November 30, 2020 | 56.50% |
October 31, 2020 | 56.50% |
September 30, 2020 | 56.50% |
August 31, 2020 | 56.50% |
July 31, 2020 | 56.50% |
June 30, 2020 | 56.50% |
May 31, 2020 | 56.50% |
April 30, 2020 | 56.50% |
March 31, 2020 | 56.50% |
February 29, 2020 | 41.85% |
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
41.85%
Minimum
Apr 2019
56.50%
Maximum
Mar 2020
53.81%
Average
56.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Bank of America Corp | 48.93% |
JPMorgan Chase & Co | 43.62% |
PNC Financial Services Group Inc | 49.58% |
Wells Fargo & Co | 64.47% |
U.S. Bancorp | 52.12% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.70 |
Beta (5Y) | 1.518 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.65% |
Historical Sharpe Ratio (5Y) | 0.0562 |
Historical Sortino (5Y) | 0.0752 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.23% |