Comerica Inc (CMA)
52.65
+0.04
(+0.08%)
USD |
NYSE |
Apr 23, 16:00
52.55
-0.10
(-0.19%)
After-Hours: 20:00
Comerica Max Drawdown (5Y): 72.44% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 72.44% |
| February 29, 2024 | 72.44% |
| January 31, 2024 | 72.44% |
| December 31, 2023 | 72.44% |
| November 30, 2023 | 72.44% |
| October 31, 2023 | 72.44% |
| September 30, 2023 | 72.44% |
| August 31, 2023 | 72.44% |
| July 31, 2023 | 72.44% |
| June 30, 2023 | 72.44% |
| May 31, 2023 | 72.44% |
| April 30, 2023 | 72.44% |
| March 31, 2023 | 72.44% |
| February 28, 2023 | 72.44% |
| January 31, 2023 | 72.44% |
| December 31, 2022 | 72.44% |
| November 30, 2022 | 72.44% |
| October 31, 2022 | 72.44% |
| September 30, 2022 | 72.44% |
| August 31, 2022 | 72.44% |
| July 31, 2022 | 72.44% |
| June 30, 2022 | 72.44% |
| May 31, 2022 | 72.44% |
| April 30, 2022 | 72.44% |
| March 31, 2022 | 72.44% |
| Date | Value |
|---|---|
| February 28, 2022 | 72.44% |
| January 31, 2022 | 72.44% |
| December 31, 2021 | 72.44% |
| November 30, 2021 | 72.44% |
| October 31, 2021 | 72.44% |
| September 30, 2021 | 72.44% |
| August 31, 2021 | 72.44% |
| July 31, 2021 | 72.44% |
| June 30, 2021 | 72.44% |
| May 31, 2021 | 72.44% |
| April 30, 2021 | 72.44% |
| March 31, 2021 | 72.44% |
| February 28, 2021 | 72.44% |
| January 31, 2021 | 72.44% |
| December 31, 2020 | 72.44% |
| November 30, 2020 | 72.44% |
| October 31, 2020 | 72.44% |
| September 30, 2020 | 72.44% |
| August 31, 2020 | 72.44% |
| July 31, 2020 | 72.44% |
| June 30, 2020 | 72.44% |
| May 31, 2020 | 72.44% |
| April 30, 2020 | 72.44% |
| March 31, 2020 | 71.08% |
| February 29, 2020 | 45.37% |
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
40.49%
Minimum
Apr 2019
72.44%
Maximum
Apr 2020
66.64%
Average
72.44%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| KeyCorp | 65.22% |
| Regions Financial Corp | 60.72% |
| Citizens Financial Group Inc | 65.60% |
| Fifth Third Bancorp | 64.07% |
| Zions Bancorp NA | 72.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.51 |
| Beta (5Y) | 1.273 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.09% |
| Historical Sharpe Ratio (5Y) | -0.0626 |
| Historical Sortino (5Y) | -0.0801 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.16% |