Cullen/Frost Bankers Inc (CFR)
116.84
+2.39
(+2.09%)
USD |
NYSE |
Apr 24, 16:00
116.79
-0.05
(-0.04%)
Pre-Market: 20:00
Cullen/Frost Bankers Max Drawdown (5Y): 56.84% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 56.84% |
| February 29, 2024 | 56.84% |
| January 31, 2024 | 56.84% |
| December 31, 2023 | 56.84% |
| November 30, 2023 | 56.84% |
| October 31, 2023 | 56.84% |
| September 30, 2023 | 56.84% |
| August 31, 2023 | 56.84% |
| July 31, 2023 | 56.84% |
| June 30, 2023 | 56.84% |
| May 31, 2023 | 56.84% |
| April 30, 2023 | 56.84% |
| March 31, 2023 | 56.84% |
| February 28, 2023 | 56.84% |
| January 31, 2023 | 56.84% |
| December 31, 2022 | 56.84% |
| November 30, 2022 | 56.84% |
| October 31, 2022 | 56.84% |
| September 30, 2022 | 56.84% |
| August 31, 2022 | 56.84% |
| July 31, 2022 | 56.84% |
| June 30, 2022 | 56.84% |
| May 31, 2022 | 56.84% |
| April 30, 2022 | 56.84% |
| March 31, 2022 | 56.84% |
| Date | Value |
|---|---|
| February 28, 2022 | 56.84% |
| January 31, 2022 | 56.84% |
| December 31, 2021 | 56.84% |
| November 30, 2021 | 56.84% |
| October 31, 2021 | 56.84% |
| September 30, 2021 | 56.84% |
| August 31, 2021 | 56.84% |
| July 31, 2021 | 56.84% |
| June 30, 2021 | 56.84% |
| May 31, 2021 | 56.84% |
| April 30, 2021 | 56.84% |
| March 31, 2021 | 56.84% |
| February 28, 2021 | 56.84% |
| January 31, 2021 | 56.84% |
| December 31, 2020 | 56.84% |
| November 30, 2020 | 56.84% |
| October 31, 2020 | 56.84% |
| September 30, 2020 | 56.84% |
| August 31, 2020 | 56.84% |
| July 31, 2020 | 56.84% |
| June 30, 2020 | 56.84% |
| May 31, 2020 | 56.84% |
| April 30, 2020 | 56.84% |
| March 31, 2020 | 56.84% |
| February 29, 2020 | 46.03% |
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
46.03%
Minimum
Apr 2019
56.84%
Maximum
Mar 2020
54.86%
Average
56.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BOK Financial Corp | 64.97% |
| Fifth Third Bancorp | 64.07% |
| First Merchants Corp | 53.02% |
| Fulton Financial Corp | 49.38% |
| Huntington Bancshares Inc | 55.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.341 |
| Beta (5Y) | 1.035 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.26% |
| Historical Sharpe Ratio (5Y) | 0.1218 |
| Historical Sortino (5Y) | 0.1629 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.68% |