Brown-Forman Corp (BF.B)
51.63
-0.41
(-0.79%)
USD |
NYSE |
Mar 28, 16:00
51.63
0.00 (0.00%)
After-Hours: 19:34
Brown-Forman Max Drawdown (5Y): 35.17% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 35.17% |
July 31, 2020 | 35.17% |
June 30, 2020 | 35.17% |
May 31, 2020 | 35.17% |
April 30, 2020 | 35.17% |
March 31, 2020 | 35.17% |
February 29, 2020 | 33.09% |
January 31, 2020 | 33.09% |
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
33.09%
Minimum
Mar 2019
35.17%
Maximum
Mar 2020
34.76%
Average
35.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Constellation Brands Inc | 53.52% |
Molson Coors Beverage Co | 67.73% |
Coca-Cola Co | 37.01% |
MGP Ingredients Inc | 76.52% |
PepsiCo Inc | 28.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.612 |
Beta (5Y) | 0.7902 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.56% |
Historical Sharpe Ratio (5Y) | 0.1492 |
Historical Sortino (5Y) | 0.2283 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.35% |