F N B Corp (FNB)
16.76
+0.35
(+2.13%)
USD |
NYSE |
Nov 21, 16:00
16.78
+0.02
(+0.12%)
After-Hours: 20:00
F N B Max Drawdown (5Y): 61.41% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.41% |
| September 30, 2024 | 61.41% |
| August 31, 2024 | 61.41% |
| July 31, 2024 | 61.41% |
| June 30, 2024 | 61.41% |
| May 31, 2024 | 61.41% |
| April 30, 2024 | 61.41% |
| March 31, 2024 | 61.41% |
| February 29, 2024 | 61.41% |
| January 31, 2024 | 61.41% |
| December 31, 2023 | 61.41% |
| November 30, 2023 | 61.41% |
| October 31, 2023 | 61.41% |
| September 30, 2023 | 61.41% |
| August 31, 2023 | 61.41% |
| July 31, 2023 | 61.41% |
| June 30, 2023 | 61.41% |
| May 31, 2023 | 61.41% |
| April 30, 2023 | 61.41% |
| March 31, 2023 | 61.41% |
| February 28, 2023 | 61.41% |
| January 31, 2023 | 61.41% |
| December 31, 2022 | 61.41% |
| November 30, 2022 | 61.41% |
| October 31, 2022 | 61.41% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.41% |
| August 31, 2022 | 61.41% |
| July 31, 2022 | 61.41% |
| June 30, 2022 | 61.41% |
| May 31, 2022 | 61.41% |
| April 30, 2022 | 61.41% |
| March 31, 2022 | 61.41% |
| February 28, 2022 | 61.41% |
| January 31, 2022 | 61.41% |
| December 31, 2021 | 61.41% |
| November 30, 2021 | 61.41% |
| October 31, 2021 | 61.41% |
| September 30, 2021 | 61.41% |
| August 31, 2021 | 61.41% |
| July 31, 2021 | 61.41% |
| June 30, 2021 | 61.41% |
| May 31, 2021 | 61.41% |
| April 30, 2021 | 61.41% |
| March 31, 2021 | 61.41% |
| February 28, 2021 | 61.41% |
| January 31, 2021 | 61.41% |
| December 31, 2020 | 61.41% |
| November 30, 2020 | 61.41% |
| October 31, 2020 | 61.41% |
| September 30, 2020 | 61.41% |
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
38.13%
Minimum
Nov 2019
61.41%
Maximum
Mar 2020
59.86%
Average
61.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Truist Financial Corp | 59.10% |
| East West Bancorp Inc | 67.67% |
| Synovus Financial Corp | 75.91% |
| Zions Bancorp NA | 72.22% |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.558 |
| Beta (5Y) | 0.9577 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.00% |
| Historical Sharpe Ratio (5Y) | 0.1707 |
| Historical Sortino (5Y) | 0.237 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.93% |