Brown-Forman Corp (BF.B)
48.13
+0.02
(+0.04%)
USD |
NYSE |
Apr 26, 16:00
48.14
+0.01
(+0.02%)
Pre-Market: 20:00
Brown-Forman Max Drawdown (5Y): 35.17% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 35.17% |
February 29, 2024 | 35.17% |
January 31, 2024 | 35.17% |
December 31, 2023 | 35.17% |
November 30, 2023 | 35.17% |
October 31, 2023 | 35.17% |
September 30, 2023 | 35.17% |
August 31, 2023 | 35.17% |
July 31, 2023 | 35.17% |
June 30, 2023 | 35.17% |
May 31, 2023 | 35.17% |
April 30, 2023 | 35.17% |
March 31, 2023 | 35.17% |
February 28, 2023 | 35.17% |
January 31, 2023 | 35.17% |
December 31, 2022 | 35.17% |
November 30, 2022 | 35.17% |
October 31, 2022 | 35.17% |
September 30, 2022 | 35.17% |
August 31, 2022 | 35.17% |
July 31, 2022 | 35.17% |
June 30, 2022 | 35.17% |
May 31, 2022 | 35.17% |
April 30, 2022 | 35.17% |
March 31, 2022 | 35.17% |
Date | Value |
---|---|
February 28, 2022 | 35.17% |
January 31, 2022 | 35.17% |
December 31, 2021 | 35.17% |
November 30, 2021 | 35.17% |
October 31, 2021 | 35.17% |
September 30, 2021 | 35.17% |
August 31, 2021 | 35.17% |
July 31, 2021 | 35.17% |
June 30, 2021 | 35.17% |
May 31, 2021 | 35.17% |
April 30, 2021 | 35.17% |
March 31, 2021 | 35.17% |
February 28, 2021 | 35.17% |
January 31, 2021 | 35.17% |
December 31, 2020 | 35.17% |
November 30, 2020 | 35.17% |
October 31, 2020 | 35.17% |
September 30, 2020 | 35.17% |
August 31, 2020 | 35.17% |
July 31, 2020 | 35.17% |
June 30, 2020 | 35.17% |
May 31, 2020 | 35.17% |
April 30, 2020 | 35.17% |
March 31, 2020 | 35.17% |
February 29, 2020 | 33.09% |
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
33.09%
Minimum
Apr 2019
35.17%
Maximum
Mar 2020
34.79%
Average
35.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Constellation Brands Inc | 53.52% |
Molson Coors Beverage Co | 67.73% |
Keurig Dr Pepper Inc | 36.87% |
Coca-Cola Co | 37.01% |
PepsiCo Inc | 28.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.08 |
Beta (5Y) | 0.7695 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.84% |
Historical Sharpe Ratio (5Y) | -0.0432 |
Historical Sortino (5Y) | -0.0663 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.17% |