Citizens Financial Group Inc (CFG)
35.15
+0.15
(+0.43%)
USD |
NYSE |
Apr 26, 16:00
35.14
-0.01
(-0.03%)
After-Hours: 20:00
Citizens Financial Group Max Drawdown (5Y): 65.60% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 65.60% |
February 29, 2024 | 65.60% |
January 31, 2024 | 65.60% |
December 31, 2023 | 65.60% |
November 30, 2023 | 65.60% |
October 31, 2023 | 65.60% |
September 30, 2023 | 65.60% |
August 31, 2023 | 65.60% |
July 31, 2023 | 65.60% |
June 30, 2023 | 65.60% |
May 31, 2023 | 65.60% |
April 30, 2023 | 65.60% |
March 31, 2023 | 65.60% |
February 28, 2023 | 65.60% |
January 31, 2023 | 65.60% |
December 31, 2022 | 65.60% |
November 30, 2022 | 65.60% |
October 31, 2022 | 65.60% |
September 30, 2022 | 65.60% |
August 31, 2022 | 65.60% |
July 31, 2022 | 65.60% |
June 30, 2022 | 65.60% |
May 31, 2022 | 65.60% |
April 30, 2022 | 65.60% |
March 31, 2022 | 65.60% |
Date | Value |
---|---|
February 28, 2022 | 65.60% |
January 31, 2022 | 65.60% |
December 31, 2021 | 65.60% |
November 30, 2021 | 65.60% |
October 31, 2021 | 65.60% |
September 30, 2021 | 65.60% |
August 31, 2021 | 65.60% |
July 31, 2021 | 65.60% |
June 30, 2021 | 65.60% |
May 31, 2021 | 65.60% |
April 30, 2021 | 65.60% |
March 31, 2021 | 65.60% |
February 28, 2021 | 65.60% |
January 31, 2021 | 65.60% |
December 31, 2020 | 65.60% |
November 30, 2020 | 65.60% |
October 31, 2020 | 65.60% |
September 30, 2020 | 65.60% |
August 31, 2020 | 65.60% |
July 31, 2020 | 65.60% |
June 30, 2020 | 65.60% |
May 31, 2020 | 65.60% |
April 30, 2020 | 65.60% |
March 31, 2020 | 65.60% |
February 29, 2020 | 40.20% |
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
40.20%
Minimum
Apr 2019
65.60%
Maximum
Mar 2020
60.95%
Average
65.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
U.S. Bancorp | 52.12% |
Huntington Bancshares Inc | 55.00% |
JPMorgan Chase & Co | 43.62% |
M&T Bank Corp | 52.97% |
Fifth Third Bancorp | 64.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.94 |
Beta (5Y) | 1.378 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.15% |
Historical Sharpe Ratio (5Y) | 0.1196 |
Historical Sortino (5Y) | 0.1535 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.20% |