Brown-Forman Corp (BF.A)
48.85
+0.42
(+0.87%)
USD |
NYSE |
May 03, 16:00
48.87
+0.02
(+0.04%)
After-Hours: 20:00
Brown-Forman Max Drawdown (5Y): 36.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 36.98% |
March 31, 2024 | 36.98% |
February 29, 2024 | 36.98% |
January 31, 2024 | 36.98% |
December 31, 2023 | 36.98% |
November 30, 2023 | 36.98% |
October 31, 2023 | 36.98% |
September 30, 2023 | 36.98% |
August 31, 2023 | 36.98% |
July 31, 2023 | 36.98% |
June 30, 2023 | 36.98% |
May 31, 2023 | 36.98% |
April 30, 2023 | 36.98% |
March 31, 2023 | 36.98% |
February 28, 2023 | 36.98% |
January 31, 2023 | 36.98% |
December 31, 2022 | 36.98% |
November 30, 2022 | 36.98% |
October 31, 2022 | 36.98% |
September 30, 2022 | 36.98% |
August 31, 2022 | 36.98% |
July 31, 2022 | 36.98% |
June 30, 2022 | 36.98% |
May 31, 2022 | 36.98% |
April 30, 2022 | 36.98% |
Date | Value |
---|---|
March 31, 2022 | 36.98% |
February 28, 2022 | 36.98% |
January 31, 2022 | 36.98% |
December 31, 2021 | 36.98% |
November 30, 2021 | 36.98% |
October 31, 2021 | 36.98% |
September 30, 2021 | 36.98% |
August 31, 2021 | 36.98% |
July 31, 2021 | 36.98% |
June 30, 2021 | 36.98% |
May 31, 2021 | 36.98% |
April 30, 2021 | 36.98% |
March 31, 2021 | 36.98% |
February 28, 2021 | 36.98% |
January 31, 2021 | 36.98% |
December 31, 2020 | 36.98% |
November 30, 2020 | 36.98% |
October 31, 2020 | 36.98% |
September 30, 2020 | 36.98% |
August 31, 2020 | 36.98% |
July 31, 2020 | 36.98% |
June 30, 2020 | 36.98% |
May 31, 2020 | 36.98% |
April 30, 2020 | 36.98% |
March 31, 2020 | 36.98% |
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
23.94%
Minimum
May 2019
36.98%
Maximum
Mar 2020
34.81%
Average
36.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Molson Coors Beverage Co | 67.73% |
Constellation Brands Inc | 53.52% |
PepsiCo Inc | 28.81% |
The Duckhorn Portfolio Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.59 |
Beta (5Y) | 0.7839 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.24% |
Historical Sharpe Ratio (5Y) | -0.0767 |
Historical Sortino (5Y) | -0.112 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.67% |