Broadridge Financial Solutions Inc (BR)
227.86
-1.16
(-0.50%)
USD |
NYSE |
Nov 14, 16:00
227.86
0.00 (0.00%)
After-Hours: 17:48
Broadridge Financial Solutions Max Drawdown (5Y): 36.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 36.87% |
September 30, 2024 | 36.87% |
August 31, 2024 | 36.87% |
July 31, 2024 | 36.87% |
June 30, 2024 | 36.87% |
May 31, 2024 | 36.87% |
April 30, 2024 | 36.87% |
March 31, 2024 | 36.87% |
February 29, 2024 | 36.87% |
January 31, 2024 | 36.87% |
December 31, 2023 | 36.87% |
November 30, 2023 | 36.87% |
October 31, 2023 | 36.87% |
September 30, 2023 | 36.87% |
August 31, 2023 | 36.87% |
July 31, 2023 | 36.87% |
June 30, 2023 | 36.87% |
May 31, 2023 | 36.87% |
April 30, 2023 | 36.87% |
March 31, 2023 | 36.87% |
February 28, 2023 | 36.87% |
January 31, 2023 | 36.87% |
December 31, 2022 | 36.87% |
November 30, 2022 | 36.87% |
October 31, 2022 | 36.87% |
Date | Value |
---|---|
September 30, 2022 | 36.87% |
August 31, 2022 | 36.87% |
July 31, 2022 | 36.87% |
June 30, 2022 | 36.87% |
May 31, 2022 | 36.87% |
April 30, 2022 | 36.87% |
March 31, 2022 | 36.87% |
February 28, 2022 | 36.87% |
January 31, 2022 | 36.87% |
December 31, 2021 | 36.87% |
November 30, 2021 | 36.87% |
October 31, 2021 | 36.87% |
September 30, 2021 | 36.87% |
August 31, 2021 | 36.87% |
July 31, 2021 | 36.87% |
June 30, 2021 | 36.87% |
May 31, 2021 | 36.87% |
April 30, 2021 | 36.87% |
March 31, 2021 | 36.87% |
February 28, 2021 | 36.87% |
January 31, 2021 | 36.87% |
December 31, 2020 | 36.87% |
November 30, 2020 | 36.87% |
October 31, 2020 | 36.87% |
September 30, 2020 | 36.87% |
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
32.78%
Minimum
Nov 2019
36.87%
Maximum
Mar 2020
36.60%
Average
36.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Fidelity National Information Services Inc | 67.86% |
Akamai Technologies Inc | 41.97% |
Xerox Holdings Corp | 71.60% |
Fortinet Inc | 38.32% |
Prism Technologies Group Inc | 99.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.001 |
Beta (5Y) | 1.051 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.19% |
Historical Sharpe Ratio (5Y) | 0.4368 |
Historical Sortino (5Y) | 0.6201 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.05% |