Discover Financial Services (DFS)
126.72
-1.28
(-1.00%)
USD |
NYSE |
Apr 30, 16:00
127.00
+0.28
(+0.22%)
After-Hours: 20:00
Discover Financial Services Max Drawdown (5Y): 72.37% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 72.37% |
July 31, 2020 | 72.37% |
June 30, 2020 | 72.37% |
May 31, 2020 | 72.37% |
April 30, 2020 | 72.37% |
March 31, 2020 | 72.37% |
February 29, 2020 | 33.18% |
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
May 2019
72.37%
Maximum
Mar 2020
65.73%
Average
72.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Capital One Financial Corp | 60.25% |
American Express Co | 49.64% |
Bank of America Corp | 48.93% |
Citigroup Inc | 56.50% |
JPMorgan Chase & Co | 43.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.265 |
Beta (5Y) | 1.454 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.86% |
Historical Sharpe Ratio (5Y) | 0.3057 |
Historical Sortino (5Y) | 0.4015 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.11% |