U.S. Bancorp (USB)
41.12
+0.13
(+0.32%)
USD |
NYSE |
Apr 26, 16:00
41.09
-0.03
(-0.07%)
After-Hours: 18:20
U.S. Bancorp Max Drawdown (5Y): 52.12% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 52.12% |
| February 29, 2024 | 52.12% |
| January 31, 2024 | 52.12% |
| December 31, 2023 | 52.12% |
| November 30, 2023 | 52.12% |
| October 31, 2023 | 52.12% |
| September 30, 2023 | 52.12% |
| August 31, 2023 | 52.12% |
| July 31, 2023 | 52.12% |
| June 30, 2023 | 52.12% |
| May 31, 2023 | 52.12% |
| April 30, 2023 | 51.99% |
| March 31, 2023 | 51.99% |
| February 28, 2023 | 51.99% |
| January 31, 2023 | 51.99% |
| December 31, 2022 | 51.99% |
| November 30, 2022 | 51.99% |
| October 31, 2022 | 51.99% |
| September 30, 2022 | 51.99% |
| August 31, 2022 | 51.99% |
| July 31, 2022 | 51.99% |
| June 30, 2022 | 51.99% |
| May 31, 2022 | 51.99% |
| April 30, 2022 | 51.99% |
| March 31, 2022 | 51.99% |
| Date | Value |
|---|---|
| February 28, 2022 | 51.99% |
| January 31, 2022 | 51.99% |
| December 31, 2021 | 51.99% |
| November 30, 2021 | 51.99% |
| October 31, 2021 | 51.99% |
| September 30, 2021 | 51.99% |
| August 31, 2021 | 51.99% |
| July 31, 2021 | 51.99% |
| June 30, 2021 | 51.99% |
| May 31, 2021 | 51.99% |
| April 30, 2021 | 51.99% |
| March 31, 2021 | 51.99% |
| February 28, 2021 | 51.99% |
| January 31, 2021 | 51.99% |
| December 31, 2020 | 51.99% |
| November 30, 2020 | 51.99% |
| October 31, 2020 | 51.99% |
| September 30, 2020 | 51.99% |
| August 31, 2020 | 51.99% |
| July 31, 2020 | 51.99% |
| June 30, 2020 | 51.99% |
| May 31, 2020 | 51.99% |
| April 30, 2020 | 51.99% |
| March 31, 2020 | 51.99% |
| February 29, 2020 | 23.25% |
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
23.25%
Minimum
Apr 2019
52.12%
Maximum
May 2023
46.74%
Average
51.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bank of America Corp | 48.93% |
| Citigroup Inc | 56.50% |
| JPMorgan Chase & Co | 43.62% |
| PNC Financial Services Group Inc | 49.58% |
| Wells Fargo & Co | 64.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.08 |
| Beta (5Y) | 1.046 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.82% |
| Historical Sharpe Ratio (5Y) | 0.017 |
| Historical Sortino (5Y) | 0.0221 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.06% |