BP PLC (BP)
38.91
+0.39
(+1.01%)
USD |
NYSE |
Apr 22, 16:00
38.85
-0.06
(-0.15%)
Pre-Market: 08:51
BP Max Drawdown (5Y): 63.90% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| May 31, 2022 | 63.90% |
| April 30, 2022 | 63.90% |
| March 31, 2022 | 63.90% |
| Date | Value |
|---|---|
| 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 | 62.47% |
| May 31, 2020 | 62.47% |
| April 30, 2020 | 62.47% |
| March 31, 2020 | 62.47% |
| February 29, 2020 | 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
Apr 2019
63.90%
Maximum
Oct 2020
59.76%
Average
63.90%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Shell PLC | 67.23% |
| Chevron Corp | 55.77% |
| Eni SpA | 61.64% |
| Equinor ASA | 66.76% |
| TotalEnergies SE | 59.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.459 |
| Beta (5Y) | 0.689 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.88% |
| Historical Sharpe Ratio (5Y) | 0.0149 |
| Historical Sortino (5Y) | 0.0209 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.48% |