BHP Group Ltd. (BHP)
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+1.42
(+1.68%)
USD |
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Oct 02, 16:00
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-0.03
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Pre-Market: 20:00
BHP Group Max Drawdown (5Y) : 37.26% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 37.26% |
| August 31, 2026 | 37.26% |
| July 31, 2026 | 37.26% |
| June 30, 2026 | 37.26% |
| May 31, 2026 | 37.26% |
| April 30, 2026 | 37.26% |
| March 31, 2026 | 37.26% |
| February 28, 2026 | 37.26% |
| January 31, 2026 | 37.26% |
| December 31, 2025 | 37.26% |
| November 30, 2025 | 37.26% |
| October 31, 2025 | 37.26% |
| September 30, 2025 | 37.26% |
| August 31, 2025 | 37.26% |
| July 31, 2025 | 37.26% |
| June 30, 2025 | 37.26% |
| May 31, 2025 | 37.26% |
| April 30, 2025 | 37.26% |
| March 31, 2025 | 34.06% |
| February 28, 2025 | 44.26% |
| January 31, 2025 | 44.26% |
| December 31, 2024 | 44.26% |
| November 30, 2024 | 44.26% |
| October 31, 2024 | 44.26% |
| September 30, 2024 | 44.26% |
| Date | Value |
|---|---|
| August 31, 2024 | 44.26% |
| July 31, 2024 | 44.26% |
| June 30, 2024 | 44.26% |
| May 31, 2024 | 44.26% |
| April 30, 2024 | 44.26% |
| March 31, 2024 | 44.26% |
| February 29, 2024 | 44.26% |
| January 31, 2024 | 44.26% |
| December 31, 2023 | 44.26% |
| November 30, 2023 | 44.26% |
| October 31, 2023 | 44.26% |
| September 30, 2023 | 44.26% |
| August 31, 2023 | 44.26% |
| July 31, 2023 | 44.26% |
| June 30, 2023 | 44.26% |
| May 31, 2023 | 44.26% |
| April 30, 2023 | 44.26% |
| March 31, 2023 | 44.26% |
| February 28, 2023 | 44.26% |
| January 31, 2023 | 44.26% |
| December 31, 2022 | 44.26% |
| November 30, 2022 | 44.26% |
| October 31, 2022 | 44.26% |
| September 30, 2022 | 44.26% |
| August 31, 2022 | 44.26% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Rio Tinto Plc | 35.60% |
| Vale SA | 49.86% |
| Freeport-McMoRan, Inc. | 51.25% |
| Fortescue Ltd. | 51.37% |
| Critica Ltd. | 99.51% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.955 |
| Beta (5Y) | 0.7557 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.85% |
| Historical Sharpe Ratio (5Y) | 0.5377 |
| Historical Sortino (5Y) | 0.9906 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.79% |