Beach Energy Ltd (BEPTF)
1.134
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Beach Energy Max Drawdown (5Y): 72.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.59% |
March 31, 2024 | 72.59% |
February 29, 2024 | 72.59% |
January 31, 2024 | 72.59% |
December 31, 2023 | 72.59% |
November 30, 2023 | 72.59% |
October 31, 2023 | 72.59% |
September 30, 2023 | 72.59% |
August 31, 2023 | 72.59% |
July 31, 2023 | 72.59% |
June 30, 2023 | 72.59% |
May 31, 2023 | 72.59% |
April 30, 2023 | 72.59% |
March 31, 2023 | 72.59% |
February 28, 2023 | 72.59% |
January 31, 2023 | 72.59% |
December 31, 2022 | 72.59% |
November 30, 2022 | 72.59% |
October 31, 2022 | 72.59% |
September 30, 2022 | 72.59% |
August 31, 2022 | 72.59% |
July 31, 2022 | 72.59% |
June 30, 2022 | 72.59% |
May 31, 2022 | 72.59% |
April 30, 2022 | 72.73% |
Date | Value |
---|---|
March 31, 2022 | 73.19% |
February 28, 2022 | 73.19% |
January 31, 2022 | 73.19% |
December 31, 2021 | 73.19% |
November 30, 2021 | 73.19% |
October 31, 2021 | 73.19% |
September 30, 2021 | 73.19% |
August 31, 2021 | 73.19% |
July 31, 2021 | 73.19% |
June 30, 2021 | 78.14% |
May 31, 2021 | 78.58% |
April 30, 2021 | 78.58% |
March 31, 2021 | 78.58% |
February 28, 2021 | 78.58% |
January 31, 2021 | 78.58% |
December 31, 2020 | 78.58% |
November 30, 2020 | 84.44% |
October 31, 2020 | 86.67% |
September 30, 2020 | 86.67% |
August 31, 2020 | 86.67% |
July 31, 2020 | 86.67% |
June 30, 2020 | 86.67% |
May 31, 2020 | 86.67% |
April 30, 2020 | 86.67% |
March 31, 2020 | 86.67% |
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
72.59%
Minimum
May 2022
86.67%
Maximum
May 2019
77.80%
Average
73.19%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
Santos Ltd | 74.74% |
Karoon Energy Ltd | 90.87% |
Buru Energy Ltd | 90.69% |
Woodside Energy Group Ltd | 66.03% |
Bounty Oil & Gas NL | 97.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.13 |
Beta (5Y) | 1.532 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.01% |
Historical Sharpe Ratio (5Y) | -0.1382 |
Historical Sortino (5Y) | -0.205 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.54% |