Beach Energy Ltd (BEPTF)

0.8157 -0.05 (-5.44%) USD  |  OTCM  |  Dec 20, 16:00
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Beach Energy Max Drawdown (5Y): 72.59% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
255.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Santos Ltd 74.74%
Buru Energy Ltd 92.12%
Woodside Energy Group Ltd 66.03%
Bounty Oil & Gas NL 96.25%
Tamboran Resources Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -33.30
Beta (5Y) 1.549
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 50.43%
Historical Sharpe Ratio (5Y) -0.2499
Historical Sortino (5Y) -0.3763
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.54%