BHP Group Ltd (BHP)
56.12
+0.18
(+0.32%)
USD |
NYSE |
Nov 04, 16:00
56.56
+0.44
(+0.78%)
Pre-Market: 07:28
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 | 43.85% |
April 30, 2022 | 43.85% |
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 | 45.33% |
September 30, 2021 | 45.33% |
August 31, 2021 | 46.15% |
July 31, 2021 | 46.31% |
June 30, 2021 | 53.46% |
May 31, 2021 | 54.29% |
April 30, 2021 | 56.53% |
March 31, 2021 | 59.01% |
February 28, 2021 | 63.11% |
January 31, 2021 | 67.09% |
December 31, 2020 | 67.09% |
November 30, 2020 | 73.98% |
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
Apr 2022
75.19%
Maximum
Nov 2019
52.77%
Average
43.85%
Median
Apr 2022
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 | 74.00% |
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% |