Brookfield Business Partners LP (BBU.UN.TO)
25.75
-0.85
(-3.20%)
CAD |
TSX |
May 22, 16:00
Brookfield Business Partners Max Drawdown (5Y): 72.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 72.76% |
| March 31, 2024 | 72.76% |
| February 29, 2024 | 72.76% |
| January 31, 2024 | 72.76% |
| December 31, 2023 | 72.76% |
| November 30, 2023 | 72.76% |
| October 31, 2023 | 72.76% |
| September 30, 2023 | 67.71% |
| August 31, 2023 | 67.71% |
| July 31, 2023 | 65.86% |
| June 30, 2023 | 65.86% |
| May 31, 2023 | 65.86% |
| April 30, 2023 | 65.86% |
| March 31, 2023 | 65.86% |
| February 28, 2023 | 65.86% |
| January 31, 2023 | 65.86% |
| December 31, 2022 | 65.86% |
| November 30, 2022 | 61.54% |
| October 31, 2022 | 61.54% |
| September 30, 2022 | 61.54% |
| August 31, 2022 | 61.54% |
| July 31, 2022 | 61.54% |
| June 30, 2022 | 57.19% |
| May 31, 2022 | 57.08% |
| April 30, 2022 | 54.94% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.94% |
| February 28, 2022 | 54.94% |
| January 31, 2022 | 54.94% |
| December 31, 2021 | 54.94% |
| November 30, 2021 | 54.94% |
| October 31, 2021 | 54.94% |
| September 30, 2021 | 54.94% |
| August 31, 2021 | 54.94% |
| July 31, 2021 | 54.94% |
| June 30, 2021 | 54.94% |
| May 31, 2021 | 54.94% |
| April 30, 2021 | 54.94% |
| March 31, 2021 | 54.94% |
| February 28, 2021 | 54.94% |
| January 31, 2021 | 54.94% |
| December 31, 2020 | 54.94% |
| November 30, 2020 | 54.94% |
| October 31, 2020 | 54.94% |
| September 30, 2020 | 54.94% |
| August 31, 2020 | 54.94% |
| July 31, 2020 | 54.94% |
| June 30, 2020 | 54.94% |
| May 31, 2020 | 54.94% |
| April 30, 2020 | 54.94% |
| March 31, 2020 | 54.94% |
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
33.10%
Minimum
May 2019
72.76%
Maximum
Oct 2023
55.88%
Average
54.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bactech Environmental Corp | 96.43% |
| Beyond Medical Technologies Inc | 99.62% |
| Sharc International Systems Inc | 98.70% |
| Newlox Gold Ventures Corp | 85.83% |
| ParcelPal Logistics Inc | 98.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.71 |
| Beta (5Y) | 1.492 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.95% |
| Historical Sharpe Ratio (5Y) | -0.3411 |
| Historical Sortino (5Y) | -0.4636 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.62% |