BP PLC (BPAQF)

4.68 -0.03 (-0.64%) USD  |  OTCM  |  Dec 24, 12:26
More

BP Max Drawdown (5Y): 64.91% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for BPAQF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Navigator Holdings Ltd 82.41%
Awilco Drilling PLC 100.0%
TORM PLC 47.13%
Shell PLC 67.23%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.76
Beta (5Y) 0.6508
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.25%
Historical Sharpe Ratio (5Y) -0.057
Historical Sortino (5Y) -0.082
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.07%