Beach Energy Ltd (BEPTF)
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OTCM |
Nov 19, 13:32
Beach Energy Max Drawdown (5Y): 72.59% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 72.59% |
| August 31, 2024 | 72.59% |
| July 31, 2024 | 72.59% |
| June 30, 2024 | 72.59% |
| May 31, 2024 | 72.59% |
| April 30, 2024 | 72.59% |
| March 31, 2024 | 72.59% |
| February 29, 2024 | 72.59% |
| January 31, 2024 | 72.59% |
| December 31, 2023 | 72.59% |
| November 30, 2023 | 72.59% |
| October 31, 2023 | 72.59% |
| September 30, 2023 | 72.59% |
| August 31, 2023 | 72.59% |
| July 31, 2023 | 72.59% |
| June 30, 2023 | 72.59% |
| May 31, 2023 | 72.59% |
| April 30, 2023 | 72.59% |
| March 31, 2023 | 72.59% |
| February 28, 2023 | 72.59% |
| January 31, 2023 | 72.59% |
| December 31, 2022 | 72.59% |
| November 30, 2022 | 72.59% |
| October 31, 2022 | 72.59% |
| September 30, 2022 | 72.59% |
| Date | Value |
|---|---|
| August 31, 2022 | 72.59% |
| July 31, 2022 | 72.59% |
| June 30, 2022 | 72.59% |
| May 31, 2022 | 72.59% |
| April 30, 2022 | 72.73% |
| March 31, 2022 | 73.19% |
| February 28, 2022 | 73.19% |
| January 31, 2022 | 73.19% |
| December 31, 2021 | 73.19% |
| November 30, 2021 | 73.19% |
| October 31, 2021 | 73.19% |
| September 30, 2021 | 73.19% |
| August 31, 2021 | 73.19% |
| July 31, 2021 | 73.19% |
| June 30, 2021 | 78.14% |
| May 31, 2021 | 78.58% |
| April 30, 2021 | 78.58% |
| March 31, 2021 | 78.58% |
| February 28, 2021 | 78.58% |
| January 31, 2021 | 78.58% |
| December 31, 2020 | 78.58% |
| November 30, 2020 | 84.44% |
| October 31, 2020 | 86.67% |
| September 30, 2020 | 86.67% |
| August 31, 2020 | 86.67% |
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
72.59%
Minimum
May 2022
86.67%
Maximum
Nov 2019
76.45%
Average
72.73%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Santos Ltd | 74.74% |
| Buru Energy Ltd | 90.69% |
| Woodside Energy Group Ltd | 66.03% |
| Bounty Oil & Gas NL | 96.25% |
| Tamboran Resources Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.89 |
| Beta (5Y) | 1.544 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.46% |
| Historical Sharpe Ratio (5Y) | -0.2931 |
| Historical Sortino (5Y) | -0.4392 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.54% |