Brookfield Business Partners LP (BBU)
22.57
+0.14
(+0.62%)
USD |
NYSE |
Nov 04, 13:21
Brookfield Business Partners Max Drawdown (5Y): 61.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.92% |
| September 30, 2024 | 61.92% |
| August 31, 2024 | 61.92% |
| July 31, 2024 | 61.92% |
| June 30, 2024 | 61.92% |
| May 31, 2024 | 61.92% |
| April 30, 2024 | 61.92% |
| March 31, 2024 | 61.92% |
| February 29, 2024 | 61.92% |
| January 31, 2024 | 61.92% |
| December 31, 2023 | 61.92% |
| November 30, 2023 | 61.92% |
| October 31, 2023 | 61.92% |
| September 30, 2023 | 59.07% |
| August 31, 2023 | 59.07% |
| July 31, 2023 | 59.07% |
| June 30, 2023 | 59.07% |
| May 31, 2023 | 59.07% |
| April 30, 2023 | 59.07% |
| March 31, 2023 | 59.07% |
| February 28, 2023 | 59.07% |
| January 31, 2023 | 59.07% |
| December 31, 2022 | 59.07% |
| November 30, 2022 | 59.07% |
| October 31, 2022 | 59.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 59.07% |
| August 31, 2022 | 59.07% |
| July 31, 2022 | 59.07% |
| June 30, 2022 | 59.07% |
| May 31, 2022 | 59.07% |
| April 30, 2022 | 59.07% |
| March 31, 2022 | 59.07% |
| February 28, 2022 | 59.07% |
| January 31, 2022 | 59.07% |
| December 31, 2021 | 59.07% |
| November 30, 2021 | 59.07% |
| October 31, 2021 | 59.07% |
| September 30, 2021 | 59.07% |
| August 31, 2021 | 59.07% |
| July 31, 2021 | 59.07% |
| June 30, 2021 | 59.07% |
| May 31, 2021 | 59.07% |
| April 30, 2021 | 59.07% |
| March 31, 2021 | 59.07% |
| February 28, 2021 | 59.07% |
| January 31, 2021 | 59.07% |
| December 31, 2020 | 59.07% |
| November 30, 2020 | 59.07% |
| October 31, 2020 | 59.07% |
| September 30, 2020 | 59.07% |
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
37.36%
Minimum
Nov 2019
61.92%
Maximum
Oct 2023
58.24%
Average
59.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| SFL Corp Ltd | 55.47% |
| Golden Ocean Group Ltd | 86.05% |
| Jardine Matheson Holdings Ltd | 43.79% |
| Ardmore Shipping Corp | 76.86% |
| Himalaya Shipping Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.80 |
| Beta (5Y) | 1.464 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.74% |
| Historical Sharpe Ratio (5Y) | -0.0914 |
| Historical Sortino (5Y) | -0.1345 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.42% |