Bread Financial Holdings Inc (BFH)
40.79
-0.42
(-1.02%)
USD |
NYSE |
May 03, 16:00
40.79
0.00 (0.00%)
After-Hours: 19:49
Bread Financial Holdings Max Drawdown (5Y): 92.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 92.15% |
July 31, 2020 | 92.15% |
June 30, 2020 | 92.15% |
May 31, 2020 | 92.15% |
April 30, 2020 | 92.15% |
March 31, 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
53.94%
Minimum
May 2019
92.15%
Maximum
Mar 2020
87.08%
Average
92.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Capital One Financial Corp | 60.25% |
Discover Financial Services | 72.37% |
American Express Co | 49.64% |
Bank of America Corp | 48.93% |
Citigroup Inc | 56.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -43.86 |
Beta (5Y) | 1.926 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.74% |
Historical Sharpe Ratio (5Y) | -0.3813 |
Historical Sortino (5Y) | -0.5391 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.90% |