BP PLC (BP)
35.88
-0.60 (-1.64%)
USD |
NYSE |
Mar 24, 16:00
35.88
0.00 (0.00%)
After-Hours: 17:55
BP Max Drawdown (5Y): 63.90% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 62.47% |
| May 31, 2020 | 62.47% |
| April 30, 2020 | 62.47% |
| March 31, 2020 | 62.47% |
| February 29, 2020 | 42.24% |
| January 31, 2020 | 42.24% |
| December 31, 2019 | 42.24% |
| November 30, 2019 | 42.24% |
| October 31, 2019 | 42.24% |
| September 30, 2019 | 42.24% |
| August 31, 2019 | 42.24% |
| July 31, 2019 | 42.24% |
| June 30, 2019 | 42.24% |
| May 31, 2019 | 42.24% |
| April 30, 2019 | 42.24% |
| March 31, 2019 | 42.24% |
| February 28, 2019 | 42.24% |
| January 31, 2019 | 42.24% |
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
42.24%
Minimum
Mar 2018
63.90%
Maximum
Oct 2020
55.07%
Average
62.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Shell PLC | 67.23% |
| Chevron Corp | 55.77% |
| Equinor ASA | 66.76% |
| Exxon Mobil Corp | 61.33% |
| Eni SpA | 61.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.322 |
| Beta (5Y) | 0.7323 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.71% |
| Historical Sharpe Ratio (5Y) | 0.2638 |
| Historical Sortino (5Y) | 0.3709 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.46% |