Boise Cascade Company (BCC)

The chart shows the growth of $10,000 invested in Boise Cascade Company on Feb 7, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $28,680 for a total return of roughly 186.80%. All prices are adjusted for splits and dividends.

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Boise Cascade Company Sharpe ratio is 0.29. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.

Boise Cascade Company granted a 13.43% dividend yield in the last twelve months. The annual payout for that period amounted to $7.95 per share.

The Drawdowns chart displays portfolio losses from any high point along the way.

The table below shows the maximum drawdowns of the Boise Cascade Company. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Boise Cascade Company is 67.67%, recorded on Feb 18, 2016. It took 484 trading sessions for the portfolio to recover.

Current Boise Cascade Company volatility is 92.23%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.