Truist Financial Corp (TFC)
38.77
-0.07
(-0.18%)
USD |
NYSE |
Apr 24, 14:43
Truist Financial Max Drawdown (5Y): 59.10% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 59.10% |
| February 29, 2024 | 59.10% |
| January 31, 2024 | 59.10% |
| December 31, 2023 | 59.10% |
| November 30, 2023 | 59.10% |
| October 31, 2023 | 59.10% |
| September 30, 2023 | 59.10% |
| August 31, 2023 | 59.10% |
| July 31, 2023 | 59.10% |
| June 30, 2023 | 59.10% |
| May 31, 2023 | 59.10% |
| April 30, 2023 | 54.34% |
| March 31, 2023 | 54.34% |
| February 28, 2023 | 54.34% |
| January 31, 2023 | 54.34% |
| December 31, 2022 | 54.34% |
| November 30, 2022 | 54.34% |
| October 31, 2022 | 54.34% |
| September 30, 2022 | 54.34% |
| August 31, 2022 | 54.34% |
| July 31, 2022 | 54.34% |
| June 30, 2022 | 54.34% |
| May 31, 2022 | 54.34% |
| April 30, 2022 | 54.34% |
| March 31, 2022 | 54.34% |
| Date | Value |
|---|---|
| February 28, 2022 | 54.34% |
| January 31, 2022 | 54.34% |
| December 31, 2021 | 54.34% |
| November 30, 2021 | 54.34% |
| October 31, 2021 | 54.34% |
| September 30, 2021 | 54.34% |
| August 31, 2021 | 54.34% |
| July 31, 2021 | 54.34% |
| June 30, 2021 | 54.34% |
| May 31, 2021 | 54.34% |
| April 30, 2021 | 54.34% |
| March 31, 2021 | 54.34% |
| February 28, 2021 | 54.34% |
| January 31, 2021 | 54.34% |
| December 31, 2020 | 54.34% |
| November 30, 2020 | 54.34% |
| October 31, 2020 | 54.34% |
| September 30, 2020 | 54.34% |
| August 31, 2020 | 54.34% |
| July 31, 2020 | 54.34% |
| June 30, 2020 | 54.34% |
| May 31, 2020 | 54.34% |
| April 30, 2020 | 54.34% |
| March 31, 2020 | 54.34% |
| February 29, 2020 | 25.56% |
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
25.56%
Minimum
Apr 2019
59.10%
Maximum
May 2023
49.93%
Average
54.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Citigroup Inc | 56.50% |
| Fifth Third Bancorp | 64.07% |
| JPMorgan Chase & Co | 43.62% |
| U.S. Bancorp | 52.12% |
| Bank of America Corp | 48.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.32 |
| Beta (5Y) | 1.086 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.17% |
| Historical Sharpe Ratio (5Y) | -0.0307 |
| Historical Sortino (5Y) | -0.0369 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.20% |