Fulton Financial Corp (FULT)
21.24
+0.40
(+1.92%)
USD |
NASDAQ |
Nov 21, 16:00
21.26
+0.02
(+0.09%)
Pre-Market: 20:00
Fulton Financial Max Drawdown (5Y): 49.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 49.38% |
September 30, 2024 | 49.38% |
August 31, 2024 | 49.38% |
July 31, 2024 | 49.38% |
June 30, 2024 | 49.38% |
May 31, 2024 | 49.38% |
April 30, 2024 | 49.38% |
March 31, 2024 | 49.38% |
February 29, 2024 | 49.38% |
January 31, 2024 | 49.38% |
December 31, 2023 | 49.38% |
November 30, 2023 | 49.38% |
October 31, 2023 | 49.38% |
September 30, 2023 | 49.38% |
August 31, 2023 | 49.38% |
July 31, 2023 | 49.38% |
June 30, 2023 | 49.38% |
May 31, 2023 | 49.38% |
April 30, 2023 | 49.38% |
March 31, 2023 | 49.38% |
February 28, 2023 | 49.38% |
January 31, 2023 | 49.38% |
December 31, 2022 | 49.38% |
November 30, 2022 | 49.38% |
October 31, 2022 | 49.38% |
Date | Value |
---|---|
September 30, 2022 | 49.38% |
August 31, 2022 | 49.38% |
July 31, 2022 | 49.38% |
June 30, 2022 | 49.38% |
May 31, 2022 | 49.38% |
April 30, 2022 | 49.38% |
March 31, 2022 | 49.38% |
February 28, 2022 | 49.38% |
January 31, 2022 | 49.38% |
December 31, 2021 | 49.38% |
November 30, 2021 | 49.38% |
October 31, 2021 | 49.38% |
September 30, 2021 | 49.38% |
August 31, 2021 | 49.38% |
July 31, 2021 | 49.38% |
June 30, 2021 | 49.38% |
May 31, 2021 | 49.38% |
April 30, 2021 | 49.38% |
March 31, 2021 | 49.38% |
February 28, 2021 | 49.38% |
January 31, 2021 | 49.38% |
December 31, 2020 | 49.38% |
November 30, 2020 | 49.38% |
October 31, 2020 | 49.38% |
September 30, 2020 | 49.38% |
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
23.57%
Minimum
Nov 2019
49.38%
Maximum
Sep 2020
47.40%
Average
49.38%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Cathay General Bancorp | 55.69% |
Eagle Bancorp Inc | 71.97% |
East West Bancorp Inc | 67.67% |
First Citizens BancShares Inc | 47.49% |
Flushing Financial Corp | 67.05% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.057 |
Beta (5Y) | 0.7300 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.77% |
Historical Sharpe Ratio (5Y) | 0.0968 |
Historical Sortino (5Y) | 0.1595 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.69% |