Bank of America Corp (BAC)

44.17 +0.79 (+1.82%) USD  |  NYSE  |  Dec 20, 16:00
44.29 +0.12 (+0.27%) After-Hours: 20:00
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Bank of America Max Drawdown (5Y): 48.93% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Citigroup Inc 56.50%
JPMorgan Chase & Co 43.62%
KeyCorp 65.22%
PNC Financial Services Group Inc 49.58%
U.S. Bancorp 52.12%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.16
Beta (5Y) 1.333
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.11%
Historical Sharpe Ratio (5Y) 0.231
Historical Sortino (5Y) 0.3042
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.80%