Bank of Queensland Ltd (BKQNF)
3.865
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Bank of Queensland Max Drawdown (5Y): 62.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.10% |
March 31, 2024 | 62.10% |
February 29, 2024 | 62.10% |
January 31, 2024 | 62.10% |
December 31, 2023 | 62.10% |
November 30, 2023 | 62.10% |
October 31, 2023 | 62.10% |
September 30, 2023 | 62.10% |
August 31, 2023 | 62.10% |
July 31, 2023 | 62.10% |
June 30, 2023 | 62.10% |
May 31, 2023 | 62.10% |
April 30, 2023 | 62.10% |
March 31, 2023 | 62.10% |
February 28, 2023 | 62.10% |
January 31, 2023 | 62.10% |
December 31, 2022 | 62.10% |
November 30, 2022 | 62.10% |
October 31, 2022 | 62.10% |
September 30, 2022 | 62.10% |
August 31, 2022 | 62.10% |
July 31, 2022 | 62.10% |
June 30, 2022 | 62.10% |
May 31, 2022 | 62.10% |
April 30, 2022 | 62.10% |
Date | Value |
---|---|
March 31, 2022 | 62.10% |
February 28, 2022 | 62.10% |
January 31, 2022 | 62.10% |
December 31, 2021 | 62.10% |
November 30, 2021 | 62.10% |
October 31, 2021 | 62.10% |
September 30, 2021 | 62.10% |
August 31, 2021 | 62.10% |
July 31, 2021 | 62.10% |
June 30, 2021 | 62.10% |
May 31, 2021 | 62.10% |
April 30, 2021 | 62.10% |
March 31, 2021 | 62.10% |
February 28, 2021 | 62.10% |
January 31, 2021 | 62.10% |
December 31, 2020 | 62.10% |
November 30, 2020 | 62.10% |
October 31, 2020 | 62.10% |
September 30, 2020 | 62.10% |
August 31, 2020 | 62.10% |
July 31, 2020 | 62.10% |
June 30, 2020 | 62.10% |
May 31, 2020 | 62.10% |
April 30, 2020 | 35.19% |
March 31, 2020 | 35.19% |
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
35.19%
Minimum
May 2019
62.10%
Maximum
May 2020
56.72%
Average
62.10%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Macquarie Group Ltd | 59.28% |
SIPP International Industries Inc | 99.80% |
Computershare Ltd | 64.60% |
Commonwealth Bank of Australia | 47.81% |
Iris Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.763 |
Beta (5Y) | -0.001 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.86% |
Historical Sharpe Ratio (5Y) | -0.1812 |
Historical Sortino (5Y) | -0.2199 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.48% |