Bidvest Group Ltd (BDVSY)
32.10
+0.12
(+0.38%)
USD |
OTCM |
Jun 21, 15:47
Bidvest Group Max Drawdown (5Y): 73.31% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 73.31% |
April 30, 2024 | 73.31% |
March 31, 2024 | 73.31% |
February 29, 2024 | 73.31% |
January 31, 2024 | 73.31% |
December 31, 2023 | 73.31% |
November 30, 2023 | 73.31% |
October 31, 2023 | 73.31% |
September 30, 2023 | 73.31% |
August 31, 2023 | 73.31% |
July 31, 2023 | 73.31% |
June 30, 2023 | 73.31% |
May 31, 2023 | 73.31% |
April 30, 2023 | 73.31% |
March 31, 2023 | 73.31% |
February 28, 2023 | 73.31% |
January 31, 2023 | 73.31% |
December 31, 2022 | 73.31% |
November 30, 2022 | 73.31% |
October 31, 2022 | 73.31% |
September 30, 2022 | 73.31% |
August 31, 2022 | 73.31% |
July 31, 2022 | 73.31% |
June 30, 2022 | 73.31% |
May 31, 2022 | 73.31% |
Date | Value |
---|---|
April 30, 2022 | 73.31% |
March 31, 2022 | 73.31% |
February 28, 2022 | 73.31% |
January 31, 2022 | 73.31% |
December 31, 2021 | 73.31% |
November 30, 2021 | 73.31% |
October 31, 2021 | 73.31% |
September 30, 2021 | 73.31% |
August 31, 2021 | 73.31% |
July 31, 2021 | 73.31% |
June 30, 2021 | 73.31% |
May 31, 2021 | 73.31% |
April 30, 2021 | 73.31% |
March 31, 2021 | 73.31% |
February 28, 2021 | 73.31% |
January 31, 2021 | 73.31% |
December 31, 2020 | 73.31% |
November 30, 2020 | 73.31% |
October 31, 2020 | 73.31% |
September 30, 2020 | 73.31% |
August 31, 2020 | 73.31% |
July 31, 2020 | 73.31% |
June 30, 2020 | 73.31% |
May 31, 2020 | 73.31% |
April 30, 2020 | 73.31% |
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
66.90%
Minimum
Jun 2019
73.31%
Maximum
Apr 2020
72.32%
Average
73.31%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Barloworld Ltd | 79.70% |
Novus Holdings Ltd | -- |
Bell Equipment Ltd | -- |
Murray And Roberts Holdings Ltd | -- |
Reunert Ltd | 0.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.31 |
Beta (5Y) | 0.914 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.54% |
Historical Sharpe Ratio (5Y) | 0.006 |
Historical Sortino (5Y) | 0.0088 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.53% |