BlueScope Steel Ltd (BLSFF)
14.46
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
BlueScope Steel Max Drawdown (5Y): 44.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 44.41% |
| March 31, 2024 | 46.91% |
| February 29, 2024 | 46.91% |
| January 31, 2024 | 46.91% |
| December 31, 2023 | 46.91% |
| November 30, 2023 | 46.91% |
| October 31, 2023 | 46.91% |
| September 30, 2023 | 46.91% |
| August 31, 2023 | 46.91% |
| July 31, 2023 | 46.91% |
| June 30, 2023 | 46.91% |
| May 31, 2023 | 46.91% |
| April 30, 2023 | 46.91% |
| March 31, 2023 | 46.91% |
| February 28, 2023 | 46.91% |
| January 31, 2023 | 46.91% |
| December 31, 2022 | 46.91% |
| November 30, 2022 | 46.91% |
| October 31, 2022 | 46.91% |
| September 30, 2022 | 46.91% |
| August 31, 2022 | 46.91% |
| July 31, 2022 | 46.91% |
| June 30, 2022 | 61.11% |
| May 31, 2022 | 61.11% |
| April 30, 2022 | 61.11% |
| Date | Value |
|---|---|
| March 31, 2022 | 61.11% |
| February 28, 2022 | 61.80% |
| January 31, 2022 | 61.80% |
| December 31, 2021 | 61.80% |
| November 30, 2021 | 61.80% |
| October 31, 2021 | 69.08% |
| September 30, 2021 | 70.23% |
| August 31, 2021 | 72.82% |
| July 31, 2021 | 72.95% |
| June 30, 2021 | 77.14% |
| May 31, 2021 | 79.95% |
| April 30, 2021 | 84.37% |
| March 31, 2021 | 90.58% |
| February 28, 2021 | 90.58% |
| January 31, 2021 | 90.58% |
| December 31, 2020 | 91.63% |
| November 30, 2020 | 95.35% |
| October 31, 2020 | 95.59% |
| September 30, 2020 | 95.73% |
| August 31, 2020 | 96.08% |
| July 31, 2020 | 96.08% |
| June 30, 2020 | 96.08% |
| May 31, 2020 | 96.43% |
| April 30, 2020 | 96.56% |
| March 31, 2020 | 96.75% |
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
44.41%
Minimum
Apr 2024
96.75%
Maximum
May 2019
70.72%
Average
65.44%
Median
Max Drawdown (5Y) Benchmarks
| BHP Group Ltd | 43.85% |
| Danakali Ltd | 82.42% |
| Fertoz Ltd | 75.00% |
| Harvest Minerals Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.62 |
| Beta (5Y) | 0.6394 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.76% |
| Historical Sharpe Ratio (5Y) | 0.2228 |
| Historical Sortino (5Y) | 0.4086 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.64% |