Brambles Ltd (BMBLF)

12.55 +0.67 (+5.66%) USD  |  OTCM  |  Dec 13, 16:00
More

Brambles Max Drawdown (5Y): 100.00% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for BMBLF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
EESTech Inc 99.89%
Austal Ltd 62.20%
GWA Group Ltd 50.66%
Globavend Holdings Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.764
Beta (5Y) 0.5112
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 260.3K%
Historical Sortino (5Y) 0.2915
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.93%