Brown-Forman Corp (BF.A)
40.14
+0.46
(+1.16%)
USD |
NYSE |
Nov 14, 11:41
Brown-Forman Max Drawdown (5Y): 44.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.66% |
| September 30, 2024 | 44.66% |
| August 31, 2024 | 44.66% |
| July 31, 2024 | 44.66% |
| June 30, 2024 | 44.32% |
| May 31, 2024 | 42.37% |
| April 30, 2024 | 36.98% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
44.66%
Maximum
Jul 2024
36.84%
Average
36.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Molson Coors Beverage Co | 67.73% |
| Coca-Cola Co | 37.01% |
| Celsius Holdings Inc | 70.10% |
| PepsiCo Inc | 28.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.52 |
| Beta (5Y) | 0.755 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.26% |
| Historical Sharpe Ratio (5Y) | -0.3203 |
| Historical Sortino (5Y) | -0.466 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.40% |