Bank of America Corp (BAC)
37.92
+0.11
(+0.29%)
USD |
NYSE |
Mar 28, 16:00
37.89
-0.03
(-0.08%)
Pre-Market: 20:00
Bank of America Max Drawdown (5Y): 48.93% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 48.93% |
July 31, 2020 | 48.93% |
June 30, 2020 | 48.93% |
May 31, 2020 | 48.93% |
April 30, 2020 | 48.93% |
March 31, 2020 | 48.93% |
February 29, 2020 | 39.15% |
January 31, 2020 | 39.15% |
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
Mar 2019
48.93%
Maximum
Mar 2020
46.97%
Average
48.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Citigroup Inc | 56.50% |
JPMorgan Chase & Co | 43.62% |
PNC Financial Services Group Inc | 49.58% |
Wells Fargo & Co | 64.47% |
U.S. Bancorp | 52.12% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.61 |
Beta (5Y) | 1.384 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.44% |
Historical Sharpe Ratio (5Y) | 0.1234 |
Historical Sortino (5Y) | 0.1681 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.80% |