Brighthouse Financial Inc (BHF)
47.45
-0.29
(-0.61%)
USD |
NASDAQ |
Nov 04, 16:00
47.42
-0.03
(-0.06%)
After-Hours: 20:00
Brighthouse Financial Max Drawdown (5Y): 76.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.93% |
| September 30, 2024 | 76.93% |
| August 31, 2024 | 76.93% |
| July 31, 2024 | 76.93% |
| June 30, 2024 | 76.93% |
| May 31, 2024 | 76.93% |
| April 30, 2024 | 76.93% |
| March 31, 2024 | 76.93% |
| February 29, 2024 | 76.93% |
| January 31, 2024 | 76.93% |
| December 31, 2023 | 76.93% |
| November 30, 2023 | 76.93% |
| October 31, 2023 | 76.93% |
| September 30, 2023 | 76.93% |
| August 31, 2023 | 76.93% |
| July 31, 2023 | 76.93% |
| June 30, 2023 | 76.93% |
| May 31, 2023 | 76.93% |
| April 30, 2023 | 76.93% |
| March 31, 2023 | 76.93% |
| February 28, 2023 | 76.93% |
| January 31, 2023 | 76.93% |
| December 31, 2022 | 76.93% |
| November 30, 2022 | 76.93% |
| October 31, 2022 | 76.93% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.93% |
| August 31, 2022 | 76.93% |
| July 31, 2022 | 76.93% |
| June 30, 2022 | 76.93% |
| May 31, 2022 | 76.93% |
| April 30, 2022 | 76.93% |
| March 31, 2022 | 76.93% |
| February 28, 2022 | 76.93% |
| January 31, 2022 | 76.93% |
| December 31, 2021 | 76.93% |
| November 30, 2021 | 76.93% |
| October 31, 2021 | 76.93% |
| September 30, 2021 | 76.93% |
| August 31, 2021 | 76.93% |
| July 31, 2021 | 76.93% |
| June 30, 2021 | 76.93% |
| May 31, 2021 | 76.93% |
| April 30, 2021 | 76.93% |
| March 31, 2021 | 76.93% |
| February 28, 2021 | 76.93% |
| January 31, 2021 | 76.93% |
| December 31, 2020 | 76.93% |
| November 30, 2020 | 76.93% |
| October 31, 2020 | 76.93% |
| September 30, 2020 | 76.93% |
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
58.47%
Minimum
Nov 2019
76.93%
Maximum
Mar 2020
75.70%
Average
76.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Primerica Inc | 54.46% |
| Reinsurance Group of America Inc | 65.76% |
| Lincoln National Corp | 79.20% |
| F&G Annuities & Life Inc | -- |
| Atlantic American Corp | 77.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.34 |
| Beta (5Y) | 1.053 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.64% |
| Historical Sharpe Ratio (5Y) | 0.0514 |
| Historical Sortino (5Y) | 0.0654 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.34% |