Brown-Forman Corp (BF.B)
40.69
+0.39
(+0.97%)
USD |
NYSE |
Nov 21, 16:00
40.69
0.00 (0.00%)
After-Hours: 20:00
Brown-Forman Max Drawdown (5Y): 46.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.18% |
| September 30, 2024 | 46.18% |
| August 31, 2024 | 46.18% |
| July 31, 2024 | 46.18% |
| June 30, 2024 | 44.46% |
| May 31, 2024 | 42.94% |
| April 30, 2024 | 38.25% |
| March 31, 2024 | 35.17% |
| February 29, 2024 | 35.17% |
| January 31, 2024 | 35.17% |
| December 31, 2023 | 35.17% |
| November 30, 2023 | 35.17% |
| October 31, 2023 | 35.17% |
| September 30, 2023 | 35.17% |
| August 31, 2023 | 35.17% |
| July 31, 2023 | 35.17% |
| June 30, 2023 | 35.17% |
| May 31, 2023 | 35.17% |
| April 30, 2023 | 35.17% |
| March 31, 2023 | 35.17% |
| February 28, 2023 | 35.17% |
| January 31, 2023 | 35.17% |
| December 31, 2022 | 35.17% |
| November 30, 2022 | 35.17% |
| October 31, 2022 | 35.17% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.17% |
| August 31, 2022 | 35.17% |
| July 31, 2022 | 35.17% |
| June 30, 2022 | 35.17% |
| May 31, 2022 | 35.17% |
| April 30, 2022 | 35.17% |
| March 31, 2022 | 35.17% |
| February 28, 2022 | 35.17% |
| January 31, 2022 | 35.17% |
| December 31, 2021 | 35.17% |
| November 30, 2021 | 35.17% |
| October 31, 2021 | 35.17% |
| September 30, 2021 | 35.17% |
| August 31, 2021 | 35.17% |
| July 31, 2021 | 35.17% |
| June 30, 2021 | 35.17% |
| May 31, 2021 | 35.17% |
| April 30, 2021 | 35.17% |
| March 31, 2021 | 35.17% |
| February 28, 2021 | 35.17% |
| January 31, 2021 | 35.17% |
| December 31, 2020 | 35.17% |
| November 30, 2020 | 35.17% |
| October 31, 2020 | 35.17% |
| September 30, 2020 | 35.17% |
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
22.70%
Minimum
Nov 2019
46.18%
Maximum
Jul 2024
35.41%
Average
35.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Molson Coors Beverage Co | 67.73% |
| Coca-Cola Co | 37.01% |
| Campbell Soup Co | 31.82% |
| Celsius Holdings Inc | 70.10% |
| PepsiCo Inc | 28.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.44 |
| Beta (5Y) | 0.7601 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.80% |
| Historical Sharpe Ratio (5Y) | -0.3625 |
| Historical Sortino (5Y) | -0.5592 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.76% |