BP PLC (BPAQF)
6.495
-0.20
(-2.97%)
USD |
OTCM |
Sep 29, 16:00
BP Max Drawdown (5Y): 64.91% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2023 | 64.91% |
| July 31, 2023 | 64.91% |
| June 30, 2023 | 64.91% |
| May 31, 2023 | 64.91% |
| April 30, 2023 | 64.91% |
| March 31, 2023 | 64.91% |
| February 28, 2023 | 64.91% |
| January 31, 2023 | 64.91% |
| December 31, 2022 | 64.91% |
| November 30, 2022 | 64.91% |
| October 31, 2022 | 64.91% |
| September 30, 2022 | 64.91% |
| August 31, 2022 | 64.91% |
| July 31, 2022 | 64.91% |
| June 30, 2022 | 64.91% |
| May 31, 2022 | 64.91% |
| April 30, 2022 | 64.91% |
| March 31, 2022 | 64.91% |
| February 28, 2022 | 64.91% |
| January 31, 2022 | 64.91% |
| December 31, 2021 | 64.91% |
| November 30, 2021 | 64.91% |
| October 31, 2021 | 64.91% |
| September 30, 2021 | 64.91% |
| August 31, 2021 | 64.91% |
| Date | Value |
|---|---|
| July 31, 2021 | 64.91% |
| June 30, 2021 | 64.91% |
| May 31, 2021 | 64.91% |
| April 30, 2021 | 64.91% |
| March 31, 2021 | 64.91% |
| February 28, 2021 | 64.91% |
| January 31, 2021 | 64.91% |
| December 31, 2020 | 64.91% |
| November 30, 2020 | 64.91% |
| October 31, 2020 | 64.91% |
| September 30, 2020 | 64.91% |
| August 31, 2020 | 64.91% |
| July 31, 2020 | 64.91% |
| June 30, 2020 | 64.91% |
| May 31, 2020 | 64.91% |
| April 30, 2020 | 64.91% |
| March 31, 2020 | 64.91% |
| February 29, 2020 | 44.81% |
| January 31, 2020 | 44.81% |
| December 31, 2019 | 44.81% |
| November 30, 2019 | 44.81% |
| October 31, 2019 | 44.81% |
| September 30, 2019 | 44.81% |
| August 31, 2019 | 44.81% |
| July 31, 2019 | 44.81% |
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
44.81%
Minimum
Oct 2018
64.91%
Maximum
Mar 2020
59.12%
Average
64.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Navigator Holdings Ltd | 81.34% |
| TORM PLC | 47.13% |
| Shell PLC | 67.23% |
| Seadrill Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.116 |
| Beta (5Y) | 0.7594 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.17% |
| Historical Sharpe Ratio (5Y) | 0.1705 |
| Historical Sortino (5Y) | 0.2431 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.05% |