BHP Group Ltd (BHP)

49.20 +0.26 (+0.53%) USD  |  NYSE  |  Dec 20, 16:00
49.20 0.00 (0.00%) Pre-Market: 20:00
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BHP Group Max Drawdown (5Y): 43.85% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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Max Drawdown (5Y) Benchmarks

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Rio Tinto PLC 37.48%
Vale SA 57.88%
Anglo American PLC 58.31%
Freeport-McMoRan Inc 76.54%
Southern Copper Corp 55.38%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.173
Beta (5Y) 0.9538
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.41%
Historical Sharpe Ratio (5Y) 0.2489
Historical Sortino (5Y) 0.4061
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.70%