BHP Group Ltd (BHPLF)
27.50
-1.31
(-4.55%)
USD |
OTCM |
May 01, 15:51
BHP Group Max Drawdown (5Y): 43.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 43.34% |
| March 31, 2024 | 43.34% |
| February 29, 2024 | 43.34% |
| January 31, 2024 | 43.34% |
| December 31, 2023 | 43.34% |
| November 30, 2023 | 43.34% |
| October 31, 2023 | 43.34% |
| September 30, 2023 | 43.34% |
| August 31, 2023 | 43.34% |
| July 31, 2023 | 43.34% |
| June 30, 2023 | 43.34% |
| May 31, 2023 | 43.34% |
| April 30, 2023 | 43.34% |
| March 31, 2023 | 43.34% |
| February 28, 2023 | 43.34% |
| January 31, 2023 | 43.34% |
| December 31, 2022 | 43.34% |
| November 30, 2022 | 43.34% |
| October 31, 2022 | 43.34% |
| September 30, 2022 | 43.34% |
| August 31, 2022 | 43.34% |
| July 31, 2022 | 43.34% |
| June 30, 2022 | 43.34% |
| May 31, 2022 | 43.34% |
| April 30, 2022 | 45.86% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.87% |
| February 28, 2022 | 50.20% |
| January 31, 2022 | 50.20% |
| December 31, 2021 | 50.20% |
| November 30, 2021 | 50.20% |
| October 31, 2021 | 50.20% |
| September 30, 2021 | 50.20% |
| August 31, 2021 | 51.01% |
| July 31, 2021 | 51.01% |
| June 30, 2021 | 57.50% |
| May 31, 2021 | 57.50% |
| April 30, 2021 | 60.37% |
| March 31, 2021 | 62.31% |
| February 28, 2021 | 65.67% |
| January 31, 2021 | 69.54% |
| December 31, 2020 | 69.54% |
| November 30, 2020 | 75.70% |
| October 31, 2020 | 76.74% |
| September 30, 2020 | 76.74% |
| August 31, 2020 | 76.74% |
| July 31, 2020 | 76.74% |
| June 30, 2020 | 76.74% |
| May 31, 2020 | 76.74% |
| April 30, 2020 | 76.74% |
| March 31, 2020 | 76.74% |
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
43.34%
Minimum
May 2022
76.74%
Maximum
May 2019
57.31%
Average
50.20%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Danakali Ltd | 82.42% |
| Fertoz Ltd | 75.00% |
| Harvest Minerals Ltd | -- |
| Nufarm Ltd | 60.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6734 |
| Beta (5Y) | 0.9805 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.82% |
| Historical Sharpe Ratio (5Y) | 0.2785 |
| Historical Sortino (5Y) | 0.4574 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.69% |