F N B Corp (FNB)
13.67
+0.04
(+0.29%)
USD |
NYSE |
Apr 24, 16:00
13.66
-0.01
(-0.07%)
Pre-Market: 20:00
F N B Max Drawdown (5Y): 61.41% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 61.41% |
| July 31, 2020 | 61.41% |
| June 30, 2020 | 61.41% |
| May 31, 2020 | 61.41% |
| April 30, 2020 | 61.41% |
| March 31, 2020 | 61.41% |
| February 29, 2020 | 38.13% |
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
Apr 2019
61.41%
Maximum
Mar 2020
57.14%
Average
61.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Wintrust Financial Corp | 74.50% |
| East West Bancorp Inc | 67.67% |
| Hancock Whitney Corp | 70.94% |
| Old National Bancorp | 40.76% |
| Bank OZK | 70.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.845 |
| Beta (5Y) | 1.021 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.90% |
| Historical Sharpe Ratio (5Y) | 0.2503 |
| Historical Sortino (5Y) | 0.3414 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.04% |