BAE Systems PLC (BAESF)
16.94
+0.34
(+2.05%)
USD |
OTCM |
May 01, 16:00
BAE Systems Max Drawdown (5Y): 40.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.71% |
March 31, 2024 | 40.71% |
February 29, 2024 | 40.71% |
January 31, 2024 | 40.71% |
December 31, 2023 | 40.71% |
November 30, 2023 | 40.71% |
October 31, 2023 | 40.71% |
September 30, 2023 | 40.71% |
August 31, 2023 | 40.71% |
July 31, 2023 | 40.71% |
June 30, 2023 | 40.71% |
May 31, 2023 | 40.71% |
April 30, 2023 | 40.71% |
March 31, 2023 | 40.71% |
February 28, 2023 | 40.71% |
January 31, 2023 | 40.71% |
December 31, 2022 | 40.71% |
November 30, 2022 | 40.71% |
October 31, 2022 | 40.71% |
September 30, 2022 | 40.71% |
August 31, 2022 | 40.71% |
July 31, 2022 | 40.71% |
June 30, 2022 | 40.71% |
May 31, 2022 | 40.71% |
April 30, 2022 | 40.71% |
Date | Value |
---|---|
March 31, 2022 | 40.71% |
February 28, 2022 | 40.71% |
January 31, 2022 | 40.71% |
December 31, 2021 | 40.71% |
November 30, 2021 | 40.71% |
October 31, 2021 | 40.71% |
September 30, 2021 | 40.71% |
August 31, 2021 | 40.71% |
July 31, 2021 | 40.71% |
June 30, 2021 | 40.71% |
May 31, 2021 | 40.71% |
April 30, 2021 | 40.71% |
March 31, 2021 | 40.71% |
February 28, 2021 | 40.71% |
January 31, 2021 | 40.71% |
December 31, 2020 | 40.71% |
November 30, 2020 | 40.71% |
October 31, 2020 | 40.71% |
September 30, 2020 | 40.71% |
August 31, 2020 | 40.71% |
July 31, 2020 | 40.71% |
June 30, 2020 | 40.71% |
May 31, 2020 | 40.71% |
April 30, 2020 | 40.71% |
March 31, 2020 | 40.71% |
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
35.90%
Minimum
May 2019
40.71%
Maximum
Mar 2020
39.91%
Average
40.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Pentair PLC | 67.99% |
RELX PLC | 37.75% |
KNOT Offshore Partners LP | 74.53% |
Rentokil Initial PLC | 43.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 16.42 |
Beta (5Y) | 0.6161 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.68% |
Historical Sharpe Ratio (5Y) | 0.8729 |
Historical Sortino (5Y) | 1.237 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.42% |