The Brink's Co (BCO)
90.99
+0.36
(+0.40%)
USD |
NYSE |
May 07, 16:00
90.97
-0.02
(-0.02%)
After-Hours: 20:00
Brink's Max Drawdown (5Y): 63.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.82% |
March 31, 2024 | 63.82% |
February 29, 2024 | 63.82% |
January 31, 2024 | 63.82% |
December 31, 2023 | 63.82% |
November 30, 2023 | 63.82% |
October 31, 2023 | 63.82% |
September 30, 2023 | 63.82% |
August 31, 2023 | 63.82% |
July 31, 2023 | 63.82% |
June 30, 2023 | 63.82% |
May 31, 2023 | 63.82% |
April 30, 2023 | 63.82% |
March 31, 2023 | 63.82% |
February 28, 2023 | 63.82% |
January 31, 2023 | 63.82% |
December 31, 2022 | 63.82% |
November 30, 2022 | 63.82% |
October 31, 2022 | 63.82% |
September 30, 2022 | 63.82% |
August 31, 2022 | 63.82% |
July 31, 2022 | 63.82% |
June 30, 2022 | 63.82% |
May 31, 2022 | 63.82% |
April 30, 2022 | 63.82% |
Date | Value |
---|---|
March 31, 2022 | 63.82% |
February 28, 2022 | 63.82% |
January 31, 2022 | 63.82% |
December 31, 2021 | 63.82% |
November 30, 2021 | 63.82% |
October 31, 2021 | 63.82% |
September 30, 2021 | 63.82% |
August 31, 2021 | 63.82% |
July 31, 2021 | 63.82% |
June 30, 2021 | 63.82% |
May 31, 2021 | 63.82% |
April 30, 2021 | 63.82% |
March 31, 2021 | 63.82% |
February 28, 2021 | 63.82% |
January 31, 2021 | 63.82% |
December 31, 2020 | 63.82% |
November 30, 2020 | 63.82% |
October 31, 2020 | 63.82% |
September 30, 2020 | 63.82% |
August 31, 2020 | 63.82% |
July 31, 2020 | 63.82% |
June 30, 2020 | 63.82% |
May 31, 2020 | 63.82% |
April 30, 2020 | 56.54% |
March 31, 2020 | 56.54% |
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
32.18%
Minimum
Dec 2019
63.82%
Maximum
May 2020
59.17%
Average
63.82%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Compx International Inc | 37.85% |
NAPCO Security Technologies Inc | 60.30% |
Universal Security Instruments Inc | 94.92% |
Iveda Solutions Inc | 97.17% |
VerifyMe Inc | 99.18% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.63 |
Beta (5Y) | 1.396 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.88% |
Historical Sharpe Ratio (5Y) | 0.0228 |
Historical Sortino (5Y) | 0.0326 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.42% |