Brown-Forman Corp (BF.B)

39.87 -0.29 (-0.72%) USD  |  NYSE  |  Dec 24, 13:00
39.87 0.00 (0.00%) After-Hours: 13:35
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Brown-Forman Max Drawdown (5Y): 47.59% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Acme United Corp 52.48%
Spectrum Brands Holdings Inc 79.43%
Eastside Distilling Inc 99.51%
South Beach Spirits Inc 99.99%
Vodka Brands Corp 96.30%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -19.99
Beta (5Y) 0.7361
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.38%
Historical Sharpe Ratio (5Y) -0.4165
Historical Sortino (5Y) -0.6312
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.05%