Citizens Financial Group Inc (CFG)
47.65
+0.88
(+1.88%)
USD |
NYSE |
Nov 22, 16:00
47.80
+0.15
(+0.31%)
After-Hours: 20:00
Citizens Financial Group Max Drawdown (5Y): 65.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.60% |
| September 30, 2024 | 65.60% |
| August 31, 2024 | 65.60% |
| July 31, 2024 | 65.60% |
| June 30, 2024 | 65.60% |
| May 31, 2024 | 65.60% |
| April 30, 2024 | 65.60% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
65.60%
Maximum
Mar 2020
63.91%
Average
65.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| U.S. Bancorp | 52.12% |
| Huntington Bancshares Inc | 55.00% |
| KeyCorp | 65.22% |
| Truist Financial Corp | 59.10% |
| Fifth Third Bancorp | 64.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.83 |
| Beta (5Y) | 1.324 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.23% |
| Historical Sharpe Ratio (5Y) | 0.1483 |
| Historical Sortino (5Y) | 0.1896 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.20% |