Brown-Forman Corp (BF.A)
50.43
+0.13
(+0.26%)
USD |
NYSE |
Apr 19, 16:00
50.43
0.00 (0.00%)
After-Hours: 16:28
Brown-Forman Max Drawdown (5Y): 36.98% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 36.98% |
| February 29, 2024 | 36.98% |
| January 31, 2024 | 36.98% |
| December 31, 2023 | 36.98% |
| November 30, 2023 | 36.98% |
| October 31, 2023 | 36.98% |
| September 30, 2023 | 36.98% |
| August 31, 2023 | 36.98% |
| July 31, 2023 | 36.98% |
| June 30, 2023 | 36.98% |
| May 31, 2023 | 36.98% |
| April 30, 2023 | 36.98% |
| March 31, 2023 | 36.98% |
| February 28, 2023 | 36.98% |
| January 31, 2023 | 36.98% |
| December 31, 2022 | 36.98% |
| November 30, 2022 | 36.98% |
| October 31, 2022 | 36.98% |
| September 30, 2022 | 36.98% |
| August 31, 2022 | 36.98% |
| July 31, 2022 | 36.98% |
| June 30, 2022 | 36.98% |
| May 31, 2022 | 36.98% |
| April 30, 2022 | 36.98% |
| March 31, 2022 | 36.98% |
| Date | Value |
|---|---|
| February 28, 2022 | 36.98% |
| January 31, 2022 | 36.98% |
| December 31, 2021 | 36.98% |
| November 30, 2021 | 36.98% |
| October 31, 2021 | 36.98% |
| September 30, 2021 | 36.98% |
| August 31, 2021 | 36.98% |
| July 31, 2021 | 36.98% |
| June 30, 2021 | 36.98% |
| May 31, 2021 | 36.98% |
| April 30, 2021 | 36.98% |
| March 31, 2021 | 36.98% |
| February 28, 2021 | 36.98% |
| January 31, 2021 | 36.98% |
| December 31, 2020 | 36.98% |
| November 30, 2020 | 36.98% |
| October 31, 2020 | 36.98% |
| September 30, 2020 | 36.98% |
| August 31, 2020 | 36.98% |
| July 31, 2020 | 36.98% |
| June 30, 2020 | 36.98% |
| May 31, 2020 | 36.98% |
| April 30, 2020 | 36.98% |
| March 31, 2020 | 36.98% |
| February 29, 2020 | 23.94% |
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
23.94%
Minimum
Apr 2019
36.98%
Maximum
Mar 2020
34.59%
Average
36.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Constellation Brands Inc | 53.52% |
| Molson Coors Beverage Co | 67.73% |
| Coca-Cola Co | 37.01% |
| PepsiCo Inc | 28.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.906 |
| Beta (5Y) | 0.7723 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.22% |
| Historical Sharpe Ratio (5Y) | 0.0072 |
| Historical Sortino (5Y) | 0.0106 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.21% |