Regions Financial Corp (RF)
21.53
+0.11
(+0.51%)
USD |
NYSE |
Mar 31, 13:25
Regions Financial Max Drawdown (5Y): 60.72% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| JPMorgan Chase & Co | 43.62% |
| Wells Fargo & Co | 64.47% |
| Truist Financial Corp | 59.10% |
| Bank of America Corp | 48.93% |
| Citigroup Inc | 56.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.041 |
| Beta (5Y) | 1.191 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.24% |
| Historical Sharpe Ratio (5Y) | 0.4087 |
| Historical Sortino (5Y) | 0.7673 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.86% |