Fifth Third Bancorp (FITB)

42.93 +0.67 (+1.59%) USD  |  NASDAQ  |  Dec 20, 16:00
42.90 -0.03 (-0.07%) After-Hours: 20:00
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Fifth Third Bancorp Max Drawdown (5Y): 64.07% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Citigroup Inc 56.50%
Wells Fargo & Co 64.47%
KeyCorp 65.22%
PNC Financial Services Group Inc 49.58%
Regions Financial Corp 60.72%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.432
Beta (5Y) 1.219
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 40.54%
Historical Sharpe Ratio (5Y) 0.2923
Historical Sortino (5Y) 0.3437
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.62%