Synchrony Financial (SYF)
55.06
-0.19
(-0.34%)
USD |
NYSE |
Nov 04, 16:00
55.45
+0.39
(+0.71%)
After-Hours: 20:00
Synchrony Financial Max Drawdown (5Y): 66.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 66.35% |
September 30, 2024 | 66.35% |
August 31, 2024 | 66.35% |
July 31, 2024 | 66.35% |
June 30, 2024 | 66.35% |
May 31, 2024 | 66.35% |
April 30, 2024 | 66.35% |
March 31, 2024 | 66.35% |
February 29, 2024 | 66.35% |
January 31, 2024 | 66.35% |
December 31, 2023 | 66.35% |
November 30, 2023 | 66.35% |
October 31, 2023 | 66.35% |
September 30, 2023 | 66.35% |
August 31, 2023 | 66.35% |
July 31, 2023 | 66.35% |
June 30, 2023 | 66.35% |
May 31, 2023 | 66.35% |
April 30, 2023 | 66.35% |
March 31, 2023 | 66.35% |
February 28, 2023 | 66.35% |
January 31, 2023 | 66.35% |
December 31, 2022 | 66.35% |
November 30, 2022 | 66.35% |
October 31, 2022 | 66.35% |
Date | Value |
---|---|
September 30, 2022 | 66.35% |
August 31, 2022 | 66.35% |
July 31, 2022 | 66.35% |
June 30, 2022 | 66.35% |
May 31, 2022 | 66.35% |
April 30, 2022 | 66.35% |
March 31, 2022 | 66.35% |
February 28, 2022 | 66.35% |
January 31, 2022 | 66.35% |
December 31, 2021 | 66.35% |
November 30, 2021 | 66.35% |
October 31, 2021 | 66.35% |
September 30, 2021 | 66.35% |
August 31, 2021 | 66.35% |
July 31, 2021 | 66.35% |
June 30, 2021 | 66.35% |
May 31, 2021 | 66.35% |
April 30, 2021 | 66.35% |
March 31, 2021 | 66.35% |
February 28, 2021 | 66.35% |
January 31, 2021 | 66.35% |
December 31, 2020 | 66.35% |
November 30, 2020 | 66.35% |
October 31, 2020 | 66.35% |
September 30, 2020 | 66.35% |
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
43.56%
Minimum
Nov 2019
66.35%
Maximum
Mar 2020
64.83%
Average
66.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Express Co | 49.64% |
Discover Financial Services | 72.37% |
Citigroup Inc | 56.50% |
Bread Financial Holdings Inc | 92.15% |
Bank of America Corp | 48.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.67 |
Beta (5Y) | 1.595 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.54% |
Historical Sharpe Ratio (5Y) | 0.2279 |
Historical Sortino (5Y) | 0.2953 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.36% |