BAE Systems Plc (BAESY)
102.11
-0.95
(-0.92%)
USD |
OTCM |
Oct 02, 16:00
BAE Systems Max Drawdown (5Y) : 23.58% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 23.58% |
| August 31, 2026 | 23.58% |
| July 31, 2026 | 23.58% |
| June 30, 2026 | 23.58% |
| May 31, 2026 | 23.58% |
| April 30, 2026 | 23.58% |
| March 31, 2026 | 23.58% |
| February 28, 2026 | 23.58% |
| January 31, 2026 | 23.58% |
| December 31, 2025 | 23.58% |
| November 30, 2025 | 22.73% |
| October 31, 2025 | 34.65% |
| September 30, 2025 | 36.65% |
| August 31, 2025 | 36.65% |
| July 31, 2025 | 36.65% |
| June 30, 2025 | 36.65% |
| May 31, 2025 | 36.65% |
| April 30, 2025 | 36.65% |
| March 31, 2025 | 36.65% |
| February 28, 2025 | 42.13% |
| January 31, 2025 | 42.13% |
| December 31, 2024 | 42.13% |
| November 30, 2024 | 42.13% |
| October 31, 2024 | 42.13% |
| September 30, 2024 | 42.13% |
| Date | Value |
|---|---|
| August 31, 2024 | 42.13% |
| July 31, 2024 | 42.13% |
| June 30, 2024 | 42.13% |
| May 31, 2024 | 42.13% |
| April 30, 2024 | 42.13% |
| March 31, 2024 | 42.13% |
| February 29, 2024 | 42.13% |
| January 31, 2024 | 42.13% |
| December 31, 2023 | 42.13% |
| November 30, 2023 | 42.13% |
| October 31, 2023 | 42.13% |
| September 30, 2023 | 42.13% |
| August 31, 2023 | 42.13% |
| July 31, 2023 | 42.13% |
| June 30, 2023 | 42.13% |
| May 31, 2023 | 42.13% |
| April 30, 2023 | 42.13% |
| March 31, 2023 | 42.13% |
| February 28, 2023 | 42.13% |
| January 31, 2023 | 42.13% |
| December 31, 2022 | 42.13% |
| November 30, 2022 | 42.13% |
| October 31, 2022 | 42.13% |
| September 30, 2022 | 42.13% |
| August 31, 2022 | 42.13% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Lockheed Martin Corp. | 31.79% |
| Northrop Grumman Corp. | 36.47% |
| Rolls-Royce Holdings Plc | 94.75% |
| Defence Holdings Plc | 99.92% |
| Vertical Aerospace Ltd. | 99.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 28.39 |
| Beta (5Y) | -0.1159 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.16% |
| Historical Sharpe Ratio (5Y) | 0.9028 |
| Historical Sortino (5Y) | 2.060 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.01% |