Compañía de Minas Buenaventura SAA (BVN)
17.46
+0.58
(+3.44%)
USD |
NYSE |
May 06, 10:02
Compañía de Minas Buenaventura Max Drawdown (5Y): 70.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 70.14% |
| March 31, 2024 | 70.14% |
| February 29, 2024 | 70.14% |
| January 31, 2024 | 70.14% |
| December 31, 2023 | 70.14% |
| November 30, 2023 | 70.14% |
| October 31, 2023 | 70.14% |
| September 30, 2023 | 70.14% |
| August 31, 2023 | 70.14% |
| July 31, 2023 | 70.14% |
| June 30, 2023 | 70.14% |
| May 31, 2023 | 70.14% |
| April 30, 2023 | 70.14% |
| March 31, 2023 | 70.14% |
| February 28, 2023 | 70.14% |
| January 31, 2023 | 70.14% |
| December 31, 2022 | 70.14% |
| November 30, 2022 | 70.14% |
| October 31, 2022 | 70.14% |
| September 30, 2022 | 70.14% |
| August 31, 2022 | 69.74% |
| July 31, 2022 | 69.06% |
| June 30, 2022 | 66.12% |
| May 31, 2022 | 67.82% |
| April 30, 2022 | 70.97% |
| Date | Value |
|---|---|
| March 31, 2022 | 71.74% |
| February 28, 2022 | 71.74% |
| January 31, 2022 | 71.74% |
| December 31, 2021 | 71.74% |
| November 30, 2021 | 71.74% |
| October 31, 2021 | 71.74% |
| September 30, 2021 | 75.49% |
| August 31, 2021 | 75.49% |
| July 31, 2021 | 75.49% |
| June 30, 2021 | 75.49% |
| May 31, 2021 | 75.49% |
| April 30, 2021 | 75.49% |
| March 31, 2021 | 79.02% |
| February 28, 2021 | 80.08% |
| January 31, 2021 | 84.30% |
| December 31, 2020 | 88.86% |
| November 30, 2020 | 91.05% |
| October 31, 2020 | 92.69% |
| September 30, 2020 | 92.69% |
| August 31, 2020 | 92.69% |
| July 31, 2020 | 92.69% |
| June 30, 2020 | 92.69% |
| May 31, 2020 | 92.69% |
| April 30, 2020 | 92.69% |
| March 31, 2020 | 92.69% |
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
66.12%
Minimum
Jun 2022
92.69%
Maximum
May 2019
78.69%
Average
71.74%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Cementos Pacasmayo SAA | 56.24% |
| Coeur Mining Inc | 83.98% |
| Harmony Gold Mining Co Ltd | 71.06% |
| Royal Gold Inc | 49.55% |
| Gold Resource Corp | 95.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.829 |
| Beta (5Y) | 0.8583 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.07% |
| Historical Sharpe Ratio (5Y) | -0.0051 |
| Historical Sortino (5Y) | -0.0088 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.35% |