BP PLC (BP)
29.73
+0.50
(+1.71%)
USD |
NYSE |
Nov 04, 16:00
29.91
+0.18
(+0.61%)
Pre-Market: 06:24
BP Max Drawdown (5Y): 63.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.90% |
| September 30, 2024 | 63.90% |
| August 31, 2024 | 63.90% |
| July 31, 2024 | 63.90% |
| June 30, 2024 | 63.90% |
| May 31, 2024 | 63.90% |
| April 30, 2024 | 63.90% |
| March 31, 2024 | 63.90% |
| February 29, 2024 | 63.90% |
| January 31, 2024 | 63.90% |
| December 31, 2023 | 63.90% |
| November 30, 2023 | 63.90% |
| October 31, 2023 | 63.90% |
| September 30, 2023 | 63.90% |
| August 31, 2023 | 63.90% |
| July 31, 2023 | 63.90% |
| June 30, 2023 | 63.90% |
| May 31, 2023 | 63.90% |
| April 30, 2023 | 63.90% |
| March 31, 2023 | 63.90% |
| February 28, 2023 | 63.90% |
| January 31, 2023 | 63.90% |
| December 31, 2022 | 63.90% |
| November 30, 2022 | 63.90% |
| October 31, 2022 | 63.90% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.90% |
| August 31, 2022 | 63.90% |
| July 31, 2022 | 63.90% |
| June 30, 2022 | 63.90% |
| May 31, 2022 | 63.90% |
| April 30, 2022 | 63.90% |
| March 31, 2022 | 63.90% |
| February 28, 2022 | 63.90% |
| January 31, 2022 | 63.90% |
| December 31, 2021 | 63.90% |
| November 30, 2021 | 63.90% |
| October 31, 2021 | 63.90% |
| September 30, 2021 | 63.90% |
| August 31, 2021 | 63.90% |
| July 31, 2021 | 63.90% |
| June 30, 2021 | 63.90% |
| May 31, 2021 | 63.90% |
| April 30, 2021 | 63.90% |
| March 31, 2021 | 63.90% |
| February 28, 2021 | 63.90% |
| January 31, 2021 | 63.90% |
| December 31, 2020 | 63.90% |
| November 30, 2020 | 63.90% |
| October 31, 2020 | 63.90% |
| September 30, 2020 | 62.47% |
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
62.47%
Minimum
Jul 2020
63.90%
Maximum
Oct 2020
63.66%
Average
63.90%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Shell PLC | 67.23% |
| Chevron Corp | 55.77% |
| Equinor ASA | 66.76% |
| Exxon Mobil Corp | 61.33% |
| MPLX LP | 84.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.50 |
| Beta (5Y) | 0.6503 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.93% |
| Historical Sharpe Ratio (5Y) | -0.0585 |
| Historical Sortino (5Y) | -0.0833 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.48% |