Discover Financial Services (DFS)
190.27
-0.04
(-0.02%)
USD |
NYSE |
May 05, 10:14
Discover Financial Services Max Drawdown (5Y): 60.18% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Capital One Financial Corp | 50.42% |
| American Express Co | 42.70% |
| Bread Financial Holdings Inc | 87.21% |
| Bank of America Corp | 46.63% |
| Citigroup Inc | 49.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.01 |
| Beta (5Y) | 1.159 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.17% |
| Historical Sharpe Ratio (5Y) | 0.9952 |
| Historical Sortino (5Y) | 1.971 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.90% |