First Horizon Corp (FHN)
20.57
+0.40
(+1.98%)
USD |
NYSE |
Nov 22, 10:09
First Horizon Max Drawdown (5Y): 64.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.20% |
| September 30, 2024 | 64.20% |
| August 31, 2024 | 64.20% |
| July 31, 2024 | 64.20% |
| June 30, 2024 | 64.20% |
| May 31, 2024 | 64.20% |
| April 30, 2024 | 64.20% |
| March 31, 2024 | 64.20% |
| February 29, 2024 | 64.20% |
| January 31, 2024 | 64.20% |
| December 31, 2023 | 64.20% |
| November 30, 2023 | 64.20% |
| October 31, 2023 | 64.20% |
| September 30, 2023 | 64.20% |
| August 31, 2023 | 64.20% |
| July 31, 2023 | 64.20% |
| June 30, 2023 | 64.20% |
| May 31, 2023 | 64.20% |
| April 30, 2023 | 64.20% |
| March 31, 2023 | 64.20% |
| February 28, 2023 | 64.20% |
| January 31, 2023 | 64.20% |
| December 31, 2022 | 64.20% |
| November 30, 2022 | 64.20% |
| October 31, 2022 | 64.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.20% |
| August 31, 2022 | 64.20% |
| July 31, 2022 | 64.20% |
| June 30, 2022 | 64.20% |
| May 31, 2022 | 64.20% |
| April 30, 2022 | 64.20% |
| March 31, 2022 | 64.20% |
| February 28, 2022 | 64.20% |
| January 31, 2022 | 64.20% |
| December 31, 2021 | 64.20% |
| November 30, 2021 | 64.20% |
| October 31, 2021 | 64.20% |
| September 30, 2021 | 64.20% |
| August 31, 2021 | 64.20% |
| July 31, 2021 | 64.20% |
| June 30, 2021 | 64.20% |
| May 31, 2021 | 64.20% |
| April 30, 2021 | 64.20% |
| March 31, 2021 | 64.20% |
| February 28, 2021 | 64.20% |
| January 31, 2021 | 64.20% |
| December 31, 2020 | 64.20% |
| November 30, 2020 | 64.20% |
| October 31, 2020 | 64.20% |
| September 30, 2020 | 64.20% |
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
38.16%
Minimum
Nov 2019
64.20%
Maximum
Mar 2020
62.47%
Average
64.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First Citizens BancShares Inc | 47.49% |
| Fifth Third Bancorp | 64.07% |
| M&T Bank Corp | 52.97% |
| PNC Financial Services Group Inc | 49.58% |
| Western Alliance Bancorp | 84.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.607 |
| Beta (5Y) | 0.8645 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.28% |
| Historical Sharpe Ratio (5Y) | 0.0785 |
| Historical Sortino (5Y) | 0.0831 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.05% |