Bread Financial Holdings Inc (BFH)
58.07
+1.27
(+2.24%)
USD |
NYSE |
Nov 22, 16:00
58.06
-0.01
(-0.02%)
After-Hours: 20:00
Bread Financial Holdings Max Drawdown (5Y): 92.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 92.26% |
September 30, 2024 | 92.26% |
August 31, 2024 | 92.26% |
July 31, 2024 | 92.26% |
June 30, 2024 | 92.26% |
May 31, 2024 | 92.26% |
April 30, 2024 | 92.26% |
March 31, 2024 | 92.26% |
February 29, 2024 | 92.26% |
January 31, 2024 | 92.26% |
December 31, 2023 | 92.26% |
November 30, 2023 | 92.26% |
October 31, 2023 | 92.26% |
September 30, 2023 | 92.26% |
August 31, 2023 | 92.26% |
July 31, 2023 | 92.26% |
June 30, 2023 | 92.26% |
May 31, 2023 | 92.26% |
April 30, 2023 | 92.26% |
March 31, 2023 | 92.26% |
February 28, 2023 | 92.26% |
January 31, 2023 | 92.26% |
December 31, 2022 | 92.26% |
November 30, 2022 | 92.26% |
October 31, 2022 | 92.26% |
Date | Value |
---|---|
September 30, 2022 | 92.26% |
August 31, 2022 | 92.26% |
July 31, 2022 | 92.26% |
June 30, 2022 | 92.26% |
May 31, 2022 | 92.26% |
April 30, 2022 | 92.26% |
March 31, 2022 | 92.26% |
February 28, 2022 | 92.26% |
January 31, 2022 | 92.26% |
December 31, 2021 | 92.26% |
November 30, 2021 | 92.26% |
October 31, 2021 | 92.26% |
September 30, 2021 | 92.26% |
August 31, 2021 | 92.26% |
July 31, 2021 | 92.26% |
June 30, 2021 | 92.26% |
May 31, 2021 | 92.26% |
April 30, 2021 | 92.26% |
March 31, 2021 | 92.26% |
February 28, 2021 | 92.26% |
January 31, 2021 | 92.26% |
December 31, 2020 | 92.26% |
November 30, 2020 | 92.26% |
October 31, 2020 | 92.26% |
September 30, 2020 | 92.26% |
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
66.28%
Minimum
Nov 2019
92.26%
Maximum
Mar 2020
90.60%
Average
92.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Capital One Financial Corp | 60.25% |
Discover Financial Services | 72.37% |
American Express Co | 49.64% |
Synchrony Financial | 66.35% |
Citigroup Inc | 56.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -34.56 |
Beta (5Y) | 1.943 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.44% |
Historical Sharpe Ratio (5Y) | -0.1595 |
Historical Sortino (5Y) | -0.2235 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.90% |