Truist Financial Corp (TFC)

43.32 +0.77 (+1.81%) USD  |  NYSE  |  Dec 20, 16:00
43.34 +0.02 (+0.05%) Pre-Market: 20:00
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Truist Financial Max Drawdown (5Y): 59.10% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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KeyCorp 65.22%
U.S. Bancorp 52.12%
JPMorgan Chase & Co 43.62%
M&T Bank Corp 52.97%
PNC Financial Services Group Inc 49.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.80
Beta (5Y) 1.068
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.62%
Historical Sharpe Ratio (5Y) -0.0143
Historical Sortino (5Y) -0.0173
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.20%