M&T Bank Corp (MTB)

189.48 +4.06 (+2.19%) USD  |  NYSE  |  Dec 20, 16:00
189.70 +0.22 (+0.12%) Pre-Market: 20:00
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M&T Bank Max Drawdown (5Y): 52.97% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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PNC Financial Services Group Inc 49.58%
Wells Fargo & Co 64.47%
Truist Financial Corp 59.10%
KeyCorp 65.22%
Huntington Bancshares Inc 55.00%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.161
Beta (5Y) 0.7614
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.77%
Historical Sharpe Ratio (5Y) 0.2016
Historical Sortino (5Y) 0.2625
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.04%