Fulton Financial Corp (FULT)
16.98
+0.08
(+0.47%)
USD |
NASDAQ |
May 02, 13:19
Fulton Financial Max Drawdown (5Y): 49.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 48.90% |
July 31, 2020 | 48.90% |
June 30, 2020 | 48.05% |
May 31, 2020 | 48.05% |
April 30, 2020 | 44.50% |
March 31, 2020 | 42.59% |
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
May 2019
49.38%
Maximum
Sep 2020
44.82%
Average
49.38%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Bank OZK | 70.41% |
Southside Bancshares Inc | 39.21% |
Unity Bancorp Inc | 59.96% |
First Merchants Corp | 53.02% |
Mercantile Bank Corp | 52.14% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.113 |
Beta (5Y) | 0.7712 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.71% |
Historical Sharpe Ratio (5Y) | 0.044 |
Historical Sortino (5Y) | 0.0696 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.69% |