Fifth Third Bancorp (FITB)
38.15
+0.39
(+1.03%)
USD |
NASDAQ |
May 21, 10:58
Fifth Third Bancorp Max Drawdown (5Y): 64.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.07% |
March 31, 2024 | 64.07% |
February 29, 2024 | 64.07% |
January 31, 2024 | 64.07% |
December 31, 2023 | 64.07% |
November 30, 2023 | 64.07% |
October 31, 2023 | 64.07% |
September 30, 2023 | 64.07% |
August 31, 2023 | 64.07% |
July 31, 2023 | 64.07% |
June 30, 2023 | 64.07% |
May 31, 2023 | 64.07% |
April 30, 2023 | 64.07% |
March 31, 2023 | 64.07% |
February 28, 2023 | 64.07% |
January 31, 2023 | 64.07% |
December 31, 2022 | 64.07% |
November 30, 2022 | 64.07% |
October 31, 2022 | 64.07% |
September 30, 2022 | 64.07% |
August 31, 2022 | 64.07% |
July 31, 2022 | 64.07% |
June 30, 2022 | 64.07% |
May 31, 2022 | 64.07% |
April 30, 2022 | 64.07% |
Date | Value |
---|---|
March 31, 2022 | 64.07% |
February 28, 2022 | 64.07% |
January 31, 2022 | 64.07% |
December 31, 2021 | 64.07% |
November 30, 2021 | 64.07% |
October 31, 2021 | 64.07% |
September 30, 2021 | 64.07% |
August 31, 2021 | 64.07% |
July 31, 2021 | 64.07% |
June 30, 2021 | 64.07% |
May 31, 2021 | 64.07% |
April 30, 2021 | 64.07% |
March 31, 2021 | 64.07% |
February 28, 2021 | 64.07% |
January 31, 2021 | 64.07% |
December 31, 2020 | 64.07% |
November 30, 2020 | 64.07% |
October 31, 2020 | 64.07% |
September 30, 2020 | 64.07% |
August 31, 2020 | 64.07% |
July 31, 2020 | 64.07% |
June 30, 2020 | 64.07% |
May 31, 2020 | 64.07% |
April 30, 2020 | 64.07% |
March 31, 2020 | 64.07% |
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
37.33%
Minimum
May 2019
64.07%
Maximum
Mar 2020
59.61%
Average
64.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Huntington Bancshares Inc | 55.00% |
JPMorgan Chase & Co | 43.62% |
PNC Financial Services Group Inc | 49.58% |
Regions Financial Corp | 60.72% |
U.S. Bancorp | 52.12% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.799 |
Beta (5Y) | 1.244 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.64% |
Historical Sharpe Ratio (5Y) | 0.1739 |
Historical Sortino (5Y) | 0.2097 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.95% |