BP PLC (BP)
35.26
+0.08
(+0.23%)
USD |
NYSE |
Jul 26, 16:00
35.25
-0.01
(-0.03%)
After-Hours: 20:00
BP Max Drawdown (5Y): 63.90% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
September 30, 2022 | 63.90% |
August 31, 2022 | 63.90% |
July 31, 2022 | 63.90% |
June 30, 2022 | 63.90% |
Date | Value |
---|---|
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% |
August 31, 2020 | 62.47% |
July 31, 2020 | 62.47% |
June 30, 2020 | 62.65% |
May 31, 2020 | 62.65% |
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
65.48%
Maximum
Jul 2019
63.76%
Average
63.90%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Shell PLC | 67.23% |
Chevron Corp | 55.77% |
SM Energy Co | 98.05% |
TotalEnergies SE | 59.57% |
Exxon Mobil Corp | 61.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.055 |
Beta (5Y) | 0.6566 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.82% |
Historical Sharpe Ratio (5Y) | 0.0116 |
Historical Sortino (5Y) | 0.0161 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.48% |