KeyCorp (KEY)
19.35
+0.33
(+1.74%)
USD |
NYSE |
Nov 21, 11:16
KeyCorp Max Drawdown (5Y): 65.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.22% |
| September 30, 2024 | 65.22% |
| August 31, 2024 | 65.22% |
| July 31, 2024 | 65.22% |
| June 30, 2024 | 65.22% |
| May 31, 2024 | 65.22% |
| April 30, 2024 | 65.22% |
| March 31, 2024 | 65.22% |
| February 29, 2024 | 65.22% |
| January 31, 2024 | 65.22% |
| December 31, 2023 | 65.22% |
| November 30, 2023 | 65.22% |
| October 31, 2023 | 65.22% |
| September 30, 2023 | 65.22% |
| August 31, 2023 | 65.22% |
| July 31, 2023 | 65.22% |
| June 30, 2023 | 65.22% |
| May 31, 2023 | 65.22% |
| April 30, 2023 | 60.28% |
| March 31, 2023 | 60.28% |
| February 28, 2023 | 60.28% |
| January 31, 2023 | 60.28% |
| December 31, 2022 | 60.28% |
| November 30, 2022 | 60.28% |
| October 31, 2022 | 60.28% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.28% |
| August 31, 2022 | 60.28% |
| July 31, 2022 | 60.28% |
| June 30, 2022 | 60.28% |
| May 31, 2022 | 60.28% |
| April 30, 2022 | 60.28% |
| March 31, 2022 | 60.28% |
| February 28, 2022 | 60.28% |
| January 31, 2022 | 60.28% |
| December 31, 2021 | 60.28% |
| November 30, 2021 | 60.28% |
| October 31, 2021 | 60.28% |
| September 30, 2021 | 60.28% |
| August 31, 2021 | 60.28% |
| July 31, 2021 | 60.28% |
| June 30, 2021 | 60.28% |
| May 31, 2021 | 60.28% |
| April 30, 2021 | 60.28% |
| March 31, 2021 | 60.28% |
| February 28, 2021 | 60.28% |
| January 31, 2021 | 60.28% |
| December 31, 2020 | 60.28% |
| November 30, 2020 | 60.28% |
| October 31, 2020 | 60.28% |
| September 30, 2020 | 60.28% |
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
36.14%
Minimum
Nov 2019
65.22%
Maximum
May 2023
60.16%
Average
60.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bank of America Corp | 48.93% |
| Truist Financial Corp | 59.10% |
| Citigroup Inc | 56.50% |
| PNC Financial Services Group Inc | 49.58% |
| U.S. Bancorp | 52.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.26 |
| Beta (5Y) | 1.245 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.91% |
| Historical Sharpe Ratio (5Y) | 0.0413 |
| Historical Sortino (5Y) | 0.0529 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.53% |