BAE Systems PLC (BAESY)
68.26
-2.46
(-3.48%)
USD |
OTCM |
Nov 13, 16:00
BAE Systems Max Drawdown (5Y): 42.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 42.13% |
September 30, 2024 | 42.13% |
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% |
Date | Value |
---|---|
September 30, 2022 | 42.13% |
August 31, 2022 | 42.13% |
July 31, 2022 | 42.13% |
June 30, 2022 | 42.13% |
May 31, 2022 | 42.13% |
April 30, 2022 | 42.13% |
March 31, 2022 | 42.13% |
February 28, 2022 | 42.13% |
January 31, 2022 | 42.13% |
December 31, 2021 | 42.13% |
November 30, 2021 | 42.13% |
October 31, 2021 | 42.13% |
September 30, 2021 | 42.13% |
August 31, 2021 | 42.13% |
July 31, 2021 | 42.13% |
June 30, 2021 | 42.13% |
May 31, 2021 | 42.13% |
April 30, 2021 | 42.13% |
March 31, 2021 | 42.13% |
February 28, 2021 | 42.13% |
January 31, 2021 | 42.13% |
December 31, 2020 | 42.13% |
November 30, 2020 | 42.13% |
October 31, 2020 | 42.13% |
September 30, 2020 | 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
36.63%
Minimum
Nov 2019
42.13%
Maximum
Mar 2020
41.76%
Average
42.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Pentair PLC | 52.22% |
RELX PLC | 37.75% |
KNOT Offshore Partners LP | 74.53% |
Rentokil Initial PLC | 44.42% |
CNH Industrial NV | 65.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.71 |
Beta (5Y) | 0.492 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.83% |
Historical Sharpe Ratio (5Y) | 0.6733 |
Historical Sortino (5Y) | 0.9613 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.60% |