BrightView Holdings Inc (BV)
16.66
+0.92
(+5.84%)
USD |
NYSE |
Nov 21, 16:00
16.40
-0.26
(-1.56%)
Pre-Market: 08:08
BrightView Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| First Republic Corp of America | 96.42% |
| American Diversified Holdings Corp | 98.32% |
| ABM Industries Inc | 51.98% |
| Perma-Fix Environmental Services Inc | 65.61% |
| Cass Information Systems Inc | 50.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.60 |
| Beta (5Y) | 1.285 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.49% |
| Historical Sharpe Ratio (5Y) | -0.0923 |
| Historical Sortino (5Y) | -0.1388 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.78% |