BP PLC (BP)

28.60 +0.19 (+0.67%) USD  |  NYSE  |  Dec 20, 16:00
28.61 +0.01 (+0.03%) After-Hours: 20:00
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BP Max Drawdown (5Y): 63.90% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Shell PLC 67.23%
Chevron Corp 55.77%
Equinor ASA 66.76%
Exxon Mobil Corp 61.33%
TotalEnergies SE 59.57%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.55
Beta (5Y) 0.6475
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.06%
Historical Sharpe Ratio (5Y) -0.0528
Historical Sortino (5Y) -0.0764
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.48%