Bank of America Corp (BAC)
46.72
+0.66
(+1.42%)
USD |
NYSE |
Nov 21, 12:26
Bank of America Max Drawdown (5Y): 48.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.93% |
| September 30, 2024 | 48.93% |
| August 31, 2024 | 48.93% |
| July 31, 2024 | 48.93% |
| June 30, 2024 | 48.93% |
| May 31, 2024 | 48.93% |
| April 30, 2024 | 48.93% |
| March 31, 2024 | 48.93% |
| February 29, 2024 | 48.93% |
| January 31, 2024 | 48.93% |
| December 31, 2023 | 48.93% |
| November 30, 2023 | 48.93% |
| October 31, 2023 | 48.93% |
| September 30, 2023 | 48.93% |
| August 31, 2023 | 48.93% |
| July 31, 2023 | 48.93% |
| June 30, 2023 | 48.93% |
| May 31, 2023 | 48.93% |
| April 30, 2023 | 48.93% |
| March 31, 2023 | 48.93% |
| February 28, 2023 | 48.93% |
| January 31, 2023 | 48.93% |
| December 31, 2022 | 48.93% |
| November 30, 2022 | 48.93% |
| October 31, 2022 | 48.93% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.93% |
| August 31, 2022 | 48.93% |
| July 31, 2022 | 48.93% |
| June 30, 2022 | 48.93% |
| May 31, 2022 | 48.93% |
| April 30, 2022 | 48.93% |
| March 31, 2022 | 48.93% |
| February 28, 2022 | 48.93% |
| January 31, 2022 | 48.93% |
| December 31, 2021 | 48.93% |
| November 30, 2021 | 48.93% |
| October 31, 2021 | 48.93% |
| September 30, 2021 | 48.93% |
| August 31, 2021 | 48.93% |
| July 31, 2021 | 48.93% |
| June 30, 2021 | 48.93% |
| May 31, 2021 | 48.93% |
| April 30, 2021 | 48.93% |
| March 31, 2021 | 48.93% |
| February 28, 2021 | 48.93% |
| January 31, 2021 | 48.93% |
| December 31, 2020 | 48.93% |
| November 30, 2020 | 48.93% |
| October 31, 2020 | 48.93% |
| September 30, 2020 | 48.93% |
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
39.15%
Minimum
Nov 2019
48.93%
Maximum
Mar 2020
48.28%
Average
48.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | -10.73 |
| Beta (5Y) | 1.318 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.88% |
| Historical Sharpe Ratio (5Y) | 0.1913 |
| Historical Sortino (5Y) | 0.252 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.80% |