Discover Financial Services (DFS)
174.91
+2.14
(+1.24%)
USD |
NYSE |
Nov 21, 16:00
175.00
+0.09
(+0.05%)
After-Hours: 20:00
Discover Financial Services Max Drawdown (5Y): 72.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 72.37% |
September 30, 2024 | 72.37% |
August 31, 2024 | 72.37% |
July 31, 2024 | 72.37% |
June 30, 2024 | 72.37% |
May 31, 2024 | 72.37% |
April 30, 2024 | 72.37% |
March 31, 2024 | 72.37% |
February 29, 2024 | 72.37% |
January 31, 2024 | 72.37% |
December 31, 2023 | 72.37% |
November 30, 2023 | 72.37% |
October 31, 2023 | 72.37% |
September 30, 2023 | 72.37% |
August 31, 2023 | 72.37% |
July 31, 2023 | 72.37% |
June 30, 2023 | 72.37% |
May 31, 2023 | 72.37% |
April 30, 2023 | 72.37% |
March 31, 2023 | 72.37% |
February 28, 2023 | 72.37% |
January 31, 2023 | 72.37% |
December 31, 2022 | 72.37% |
November 30, 2022 | 72.37% |
October 31, 2022 | 72.37% |
Date | Value |
---|---|
September 30, 2022 | 72.37% |
August 31, 2022 | 72.37% |
July 31, 2022 | 72.37% |
June 30, 2022 | 72.37% |
May 31, 2022 | 72.37% |
April 30, 2022 | 72.37% |
March 31, 2022 | 72.37% |
February 28, 2022 | 72.37% |
January 31, 2022 | 72.37% |
December 31, 2021 | 72.37% |
November 30, 2021 | 72.37% |
October 31, 2021 | 72.37% |
September 30, 2021 | 72.37% |
August 31, 2021 | 72.37% |
July 31, 2021 | 72.37% |
June 30, 2021 | 72.37% |
May 31, 2021 | 72.37% |
April 30, 2021 | 72.37% |
March 31, 2021 | 72.37% |
February 28, 2021 | 72.37% |
January 31, 2021 | 72.37% |
December 31, 2020 | 72.37% |
November 30, 2020 | 72.37% |
October 31, 2020 | 72.37% |
September 30, 2020 | 72.37% |
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
33.18%
Minimum
Nov 2019
72.37%
Maximum
Mar 2020
69.76%
Average
72.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Capital One Financial Corp | 60.25% |
American Express Co | 49.64% |
Bread Financial Holdings Inc | 92.26% |
Synchrony Financial | 66.35% |
Bank of America Corp | 48.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.743 |
Beta (5Y) | 1.409 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.67% |
Historical Sharpe Ratio (5Y) | 0.3008 |
Historical Sortino (5Y) | 0.3931 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.99% |