KeyCorp (KEY)

17.09 +0.28 (+1.67%) USD  |  NYSE  |  Dec 20, 16:00
17.10 +0.02 (+0.09%) After-Hours: 20:00
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KeyCorp Max Drawdown (5Y): 65.22% 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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Bank of America Corp 48.93%
Citigroup Inc 56.50%
JPMorgan Chase & Co 43.62%
PNC Financial Services Group Inc 49.58%
Wells Fargo & Co 64.47%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.07
Beta (5Y) 1.257
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 44.12%
Historical Sharpe Ratio (5Y) 0.0617
Historical Sortino (5Y) 0.0784
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.53%