Bread Financial Holdings Inc (BFH)
50.63
-0.12
(-0.24%)
USD |
NYSE |
Nov 04, 16:00
50.63
0.00 (0.00%)
Pre-Market: 20:00
Bread Financial Holdings Max Drawdown (5Y): 92.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 92.15% |
| September 30, 2024 | 92.15% |
| August 31, 2024 | 92.15% |
| July 31, 2024 | 92.15% |
| June 30, 2024 | 92.15% |
| May 31, 2024 | 92.15% |
| April 30, 2024 | 92.15% |
| March 31, 2024 | 92.15% |
| February 29, 2024 | 92.15% |
| January 31, 2024 | 92.15% |
| December 31, 2023 | 92.15% |
| November 30, 2023 | 92.15% |
| October 31, 2023 | 92.15% |
| September 30, 2023 | 92.15% |
| August 31, 2023 | 92.15% |
| July 31, 2023 | 92.15% |
| June 30, 2023 | 92.15% |
| May 31, 2023 | 92.15% |
| April 30, 2023 | 92.15% |
| March 31, 2023 | 92.15% |
| February 28, 2023 | 92.15% |
| January 31, 2023 | 92.15% |
| December 31, 2022 | 92.15% |
| November 30, 2022 | 92.15% |
| October 31, 2022 | 92.15% |
| Date | Value |
|---|---|
| September 30, 2022 | 92.15% |
| August 31, 2022 | 92.15% |
| July 31, 2022 | 92.15% |
| June 30, 2022 | 92.15% |
| May 31, 2022 | 92.15% |
| April 30, 2022 | 92.15% |
| March 31, 2022 | 92.15% |
| February 28, 2022 | 92.15% |
| January 31, 2022 | 92.15% |
| December 31, 2021 | 92.15% |
| November 30, 2021 | 92.15% |
| October 31, 2021 | 92.15% |
| September 30, 2021 | 92.15% |
| August 31, 2021 | 92.15% |
| July 31, 2021 | 92.15% |
| June 30, 2021 | 92.15% |
| May 31, 2021 | 92.15% |
| April 30, 2021 | 92.15% |
| March 31, 2021 | 92.15% |
| February 28, 2021 | 92.15% |
| January 31, 2021 | 92.15% |
| December 31, 2020 | 92.15% |
| November 30, 2020 | 92.15% |
| October 31, 2020 | 92.15% |
| September 30, 2020 | 92.15% |
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
92.15%
Maximum
Mar 2020
90.49%
Average
92.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Capital One Financial Corp | 60.25% |
| Discover Financial Services | 72.37% |
| Synchrony Financial | 66.35% |
| American Express Co | 49.64% |
| 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% |