Citigroup Inc (C)

69.19 +0.77 (+1.13%) USD  |  NYSE  |  Dec 20, 16:00
69.30 +0.11 (+0.16%) After-Hours: 20:00
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Citigroup Max Drawdown (5Y): 56.50% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Bank of America Corp 48.93%
JPMorgan Chase & Co 43.62%
KeyCorp 65.22%
PNC Financial Services Group Inc 49.58%
U.S. Bancorp 52.12%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -19.03
Beta (5Y) 1.448
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.63%
Historical Sharpe Ratio (5Y) 0.008
Historical Sortino (5Y) 0.0108
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.26%