BHP Group Ltd (BHP)
52.01
-0.26
(-0.50%)
USD |
NYSE |
Nov 21, 16:00
52.00
-0.01
(-0.02%)
After-Hours: 16:34
BHP Group Max Drawdown (5Y): 43.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.85% |
| September 30, 2024 | 43.85% |
| August 31, 2024 | 43.85% |
| July 31, 2024 | 43.85% |
| June 30, 2024 | 43.85% |
| May 31, 2024 | 43.85% |
| April 30, 2024 | 43.85% |
| March 31, 2024 | 43.85% |
| February 29, 2024 | 43.85% |
| January 31, 2024 | 43.85% |
| December 31, 2023 | 43.85% |
| November 30, 2023 | 43.85% |
| October 31, 2023 | 43.85% |
| September 30, 2023 | 43.85% |
| August 31, 2023 | 43.85% |
| July 31, 2023 | 43.85% |
| June 30, 2023 | 43.85% |
| May 31, 2023 | 43.85% |
| April 30, 2023 | 43.85% |
| March 31, 2023 | 43.85% |
| February 28, 2023 | 43.85% |
| January 31, 2023 | 43.85% |
| December 31, 2022 | 43.85% |
| November 30, 2022 | 43.85% |
| October 31, 2022 | 43.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.85% |
| August 31, 2022 | 43.85% |
| July 31, 2022 | 43.85% |
| June 30, 2022 | 43.85% |
| May 31, 2022 | 45.33% |
| April 30, 2022 | 45.33% |
| March 31, 2022 | 45.33% |
| February 28, 2022 | 45.33% |
| January 31, 2022 | 45.33% |
| December 31, 2021 | 45.33% |
| November 30, 2021 | 45.33% |
| October 31, 2021 | 46.15% |
| September 30, 2021 | 46.42% |
| August 31, 2021 | 53.56% |
| July 31, 2021 | 54.32% |
| June 30, 2021 | 61.35% |
| May 31, 2021 | 63.94% |
| April 30, 2021 | 63.94% |
| March 31, 2021 | 68.97% |
| February 28, 2021 | 71.06% |
| January 31, 2021 | 73.98% |
| December 31, 2020 | 75.19% |
| November 30, 2020 | 75.19% |
| October 31, 2020 | 75.19% |
| September 30, 2020 | 75.19% |
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
43.85%
Minimum
Jun 2022
75.19%
Maximum
Nov 2019
54.09%
Average
45.33%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Rio Tinto PLC | 37.48% |
| Vale SA | 57.88% |
| Anglo American PLC | 58.31% |
| Glencore PLC | 75.73% |
| Freeport-McMoRan Inc | 76.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.788 |
| Beta (5Y) | 0.9868 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.16% |
| Historical Sharpe Ratio (5Y) | 0.3206 |
| Historical Sortino (5Y) | 0.5121 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.70% |