BAE Systems PLC (BAESY)
67.11
+0.14
(+0.21%)
USD |
OTCM |
Nov 22, 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) | 0.4920 |
| 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% |