M&T Bank Corp (MTB)
176.19
-3.48
(-1.94%)
USD |
NYSE |
Mar 28, 11:43
M&T Bank Max Drawdown (5Y): 52.97% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Wells Fargo & Co | 64.47% |
| U.S. Bancorp | 52.12% |
| JPMorgan Chase & Co | 43.62% |
| PNC Financial Services Group Inc | 49.58% |
| Bank of America Corp | 48.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.251 |
| Beta (5Y) | 0.7395 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.94% |
| Historical Sharpe Ratio (5Y) | 0.2369 |
| Historical Sortino (5Y) | 0.3911 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.81% |