PNC Financial Services Group Inc (PNC)
173.97
+0.62
(+0.36%)
USD |
NYSE |
Mar 19, 12:16
PNC Financial Services Group Max Drawdown (5Y): 49.58% 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
| Bank of America Corp | 48.93% |
| Truist Financial Corp | 59.10% |
| JPMorgan Chase & Co | 43.62% |
| Wells Fargo & Co | 64.47% |
| U.S. Bancorp | 52.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.976 |
| Beta (5Y) | 1.137 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.51% |
| Historical Sharpe Ratio (5Y) | 0.3742 |
| Historical Sortino (5Y) | 0.6341 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.83% |