PNC Financial Services Group Inc (PNC)

192.76 +2.73 (+1.44%) USD  |  NYSE  |  Dec 20, 16:00
193.38 +0.62 (+0.32%) After-Hours: 20:00
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PNC Financial Services Group Max Drawdown (5Y): 49.58% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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%
KeyCorp 65.22%
M&T Bank Corp 52.97%
U.S. Bancorp 52.12%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.755
Beta (5Y) 1.152
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.18%
Historical Sharpe Ratio (5Y) 0.2681
Historical Sortino (5Y) 0.3335
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.90%