PNC Financial Services Group Inc (PNC)
156.34
-1.72
(-1.09%)
USD |
NYSE |
Apr 25, 16:00
156.28
-0.06
(-0.04%)
After-Hours: 20:00
PNC Financial Services Group Max Drawdown (5Y): 49.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.58% |
February 29, 2024 | 49.58% |
January 31, 2024 | 49.58% |
December 31, 2023 | 49.58% |
November 30, 2023 | 49.58% |
October 31, 2023 | 49.58% |
September 30, 2023 | 49.58% |
August 31, 2023 | 49.58% |
July 31, 2023 | 49.58% |
June 30, 2023 | 49.58% |
May 31, 2023 | 49.58% |
April 30, 2023 | 49.58% |
March 31, 2023 | 49.58% |
February 28, 2023 | 49.58% |
January 31, 2023 | 49.58% |
December 31, 2022 | 49.58% |
November 30, 2022 | 49.58% |
October 31, 2022 | 49.58% |
September 30, 2022 | 49.58% |
August 31, 2022 | 49.58% |
July 31, 2022 | 49.58% |
June 30, 2022 | 49.58% |
May 31, 2022 | 49.58% |
April 30, 2022 | 49.58% |
March 31, 2022 | 49.58% |
Date | Value |
---|---|
February 28, 2022 | 49.58% |
January 31, 2022 | 49.58% |
December 31, 2021 | 49.58% |
November 30, 2021 | 49.58% |
October 31, 2021 | 49.58% |
September 30, 2021 | 49.58% |
August 31, 2021 | 49.58% |
July 31, 2021 | 49.58% |
June 30, 2021 | 49.58% |
May 31, 2021 | 49.58% |
April 30, 2021 | 49.58% |
March 31, 2021 | 49.58% |
February 28, 2021 | 49.58% |
January 31, 2021 | 49.58% |
December 31, 2020 | 49.58% |
November 30, 2020 | 49.58% |
October 31, 2020 | 49.58% |
September 30, 2020 | 49.58% |
August 31, 2020 | 49.58% |
July 31, 2020 | 49.58% |
June 30, 2020 | 49.58% |
May 31, 2020 | 49.58% |
April 30, 2020 | 49.58% |
March 31, 2020 | 49.58% |
February 29, 2020 | 31.14% |
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
31.14%
Minimum
Apr 2019
49.58%
Maximum
Mar 2020
46.20%
Average
49.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Bank of America Corp | 48.93% |
Citigroup Inc | 56.50% |
JPMorgan Chase & Co | 43.62% |
Wells Fargo & Co | 64.47% |
U.S. Bancorp | 52.12% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.872 |
Beta (5Y) | 1.184 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.93% |
Historical Sharpe Ratio (5Y) | 0.2373 |
Historical Sortino (5Y) | 0.2959 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.07% |