Brown-Forman Corp. (BF.B)
26.16
+0.19
(+0.73%)
USD |
NYSE |
Oct 02, 16:00
26.19
+0.03
(+0.11%)
Pre-Market: 20:00
Brown-Forman Max Drawdown (5Y) : 68.82% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 68.82% |
| August 31, 2026 | 68.82% |
| July 31, 2026 | 68.82% |
| June 30, 2026 | 68.82% |
| May 31, 2026 | 68.82% |
| April 30, 2026 | 68.82% |
| March 31, 2026 | 68.82% |
| February 28, 2026 | 65.92% |
| January 31, 2026 | 65.92% |
| December 31, 2025 | 65.92% |
| November 30, 2025 | 65.92% |
| October 31, 2025 | 65.92% |
| September 30, 2025 | 65.92% |
| August 31, 2025 | 65.92% |
| July 31, 2025 | 65.92% |
| June 30, 2025 | 65.92% |
| May 31, 2025 | 59.86% |
| April 30, 2025 | 59.86% |
| March 31, 2025 | 59.86% |
| February 28, 2025 | 59.86% |
| January 31, 2025 | 57.28% |
| December 31, 2024 | 50.60% |
| November 30, 2024 | 47.59% |
| October 31, 2024 | 46.18% |
| September 30, 2024 | 46.18% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 35.17% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Constellation Brands, Inc. | 56.03% |
| Molson Coors Beverage Co. | 54.56% |
| Diageo Plc | 63.49% |
| MGP Ingredients, Inc. | 89.35% |
| The Coca-Cola Co. | 17.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.17 |
| Beta (5Y) | 0.3203 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.26% |
| Historical Sharpe Ratio (5Y) | -0.6712 |
| Historical Sortino (5Y) | -0.9821 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.14% |