Citizens Financial Group Inc (CFG)

44.00 +0.43 (+0.99%) USD  |  NYSE  |  Dec 24, 16:00
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Citizens Financial Group Max Drawdown (5Y): 65.60% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Max Drawdown (5Y) Benchmarks

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U.S. Bancorp 52.12%
Bank of America Corp 48.93%
Citigroup Inc 56.50%
KeyCorp 65.22%
Wells Fargo & Co 64.47%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.67
Beta (5Y) 1.336
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.49%
Historical Sharpe Ratio (5Y) 0.1689
Historical Sortino (5Y) 0.2156
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.20%