Bank of New York Mellon Corp (BK)
78.80
+0.93
(+1.19%)
USD |
NYSE |
Nov 21, 11:29
Bank of New York Mellon Max Drawdown (5Y): 50.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 50.50% |
September 30, 2024 | 50.50% |
August 31, 2024 | 50.50% |
July 31, 2024 | 50.50% |
June 30, 2024 | 50.50% |
May 31, 2024 | 50.50% |
April 30, 2024 | 50.50% |
March 31, 2024 | 50.50% |
February 29, 2024 | 50.50% |
January 31, 2024 | 50.50% |
December 31, 2023 | 50.50% |
November 30, 2023 | 50.50% |
October 31, 2023 | 50.50% |
September 30, 2023 | 50.50% |
August 31, 2023 | 50.50% |
July 31, 2023 | 50.50% |
June 30, 2023 | 50.50% |
May 31, 2023 | 50.50% |
April 30, 2023 | 50.50% |
March 31, 2023 | 50.50% |
February 28, 2023 | 50.50% |
January 31, 2023 | 50.50% |
December 31, 2022 | 50.50% |
November 30, 2022 | 50.50% |
October 31, 2022 | 50.50% |
Date | Value |
---|---|
September 30, 2022 | 50.50% |
August 31, 2022 | 50.50% |
July 31, 2022 | 50.50% |
June 30, 2022 | 50.50% |
May 31, 2022 | 50.50% |
April 30, 2022 | 50.50% |
March 31, 2022 | 50.50% |
February 28, 2022 | 50.50% |
January 31, 2022 | 50.50% |
December 31, 2021 | 50.50% |
November 30, 2021 | 50.50% |
October 31, 2021 | 50.50% |
September 30, 2021 | 50.50% |
August 31, 2021 | 50.50% |
July 31, 2021 | 50.50% |
June 30, 2021 | 50.50% |
May 31, 2021 | 50.50% |
April 30, 2021 | 50.50% |
March 31, 2021 | 50.50% |
February 28, 2021 | 50.50% |
January 31, 2021 | 50.50% |
December 31, 2020 | 50.50% |
November 30, 2020 | 50.50% |
October 31, 2020 | 50.50% |
September 30, 2020 | 50.50% |
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
27.24%
Minimum
Nov 2019
50.50%
Maximum
Mar 2020
48.96%
Average
50.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
JPMorgan Chase & Co | 43.62% |
Wells Fargo & Co | 64.47% |
Citigroup Inc | 56.50% |
Bank of America Corp | 48.93% |
U.S. Bancorp | 52.12% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.678 |
Beta (5Y) | 1.067 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.50% |
Historical Sharpe Ratio (5Y) | 0.3896 |
Historical Sortino (5Y) | 0.5166 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.75% |