Discover Financial Services (DFS)

173.16 +3.89 (+2.30%) USD  |  NYSE  |  Dec 20, 16:00
174.36 +1.20 (+0.69%) Pre-Market: 20:00
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Discover Financial Services Max Drawdown (5Y): 72.37% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Capital One Financial Corp 60.25%
American Express Co 49.64%
Bread Financial Holdings Inc 92.26%
Synchrony Financial 66.35%
Citigroup Inc 56.50%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.454
Beta (5Y) 1.449
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 45.22%
Historical Sharpe Ratio (5Y) 0.3737
Historical Sortino (5Y) 0.4877
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.99%