Broadridge Financial Solutions Inc (BR)
195.20
-0.71
(-0.36%)
USD |
NYSE |
Apr 24, 15:59
Broadridge Financial Solutions Max Drawdown (5Y): 36.87% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 36.87% |
| July 31, 2020 | 36.87% |
| June 30, 2020 | 36.87% |
| May 31, 2020 | 36.87% |
| April 30, 2020 | 36.87% |
| March 31, 2020 | 36.87% |
| February 29, 2020 | 32.78% |
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
Apr 2019
36.87%
Maximum
Mar 2020
36.12%
Average
36.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Akamai Technologies Inc | 41.97% |
| Fidelity National Information Services Inc | 67.86% |
| Xerox Holdings Corp | 61.72% |
| Edgio Inc | 97.80% |
| Fortinet Inc | 38.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.648 |
| Beta (5Y) | 0.992 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.43% |
| Historical Sharpe Ratio (5Y) | 0.5976 |
| Historical Sortino (5Y) | 0.8707 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.05% |