Brooge Energy Ltd (BROG)
1.005
-0.02
(-2.43%)
USD |
NASDAQ |
May 22, 16:00
1.00
0.00 (0.00%)
After-Hours: 20:00
Brooge Energy Max Drawdown (5Y): 91.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.99% |
| March 31, 2024 | 87.14% |
| February 29, 2024 | 87.14% |
| January 31, 2024 | 87.14% |
| December 31, 2023 | 78.83% |
| November 30, 2023 | 66.58% |
| October 31, 2023 | 66.58% |
| September 30, 2023 | 66.58% |
| August 31, 2023 | 66.58% |
| July 31, 2023 | 66.58% |
| June 30, 2023 | 63.05% |
| May 31, 2023 | 62.89% |
| April 30, 2023 | 62.89% |
| March 31, 2023 | 62.28% |
| February 28, 2023 | 62.28% |
| January 31, 2023 | 62.28% |
| December 31, 2022 | 62.28% |
| November 30, 2022 | 62.28% |
| October 31, 2022 | 44.19% |
| September 30, 2022 | 44.19% |
| August 31, 2022 | 44.19% |
| July 31, 2022 | 44.19% |
| June 30, 2022 | 44.19% |
| May 31, 2022 | 44.19% |
| April 30, 2022 | 44.19% |
| Date | Value |
|---|---|
| March 31, 2022 | 44.19% |
| February 28, 2022 | 44.19% |
| January 31, 2022 | 42.88% |
| December 31, 2021 | 40.07% |
| November 30, 2021 | 40.07% |
| October 31, 2021 | 40.07% |
| September 30, 2021 | 40.07% |
| August 31, 2021 | 40.07% |
| July 31, 2021 | 40.07% |
| June 30, 2021 | 40.07% |
| May 31, 2021 | 40.07% |
| April 30, 2021 | 40.07% |
| March 31, 2021 | 40.07% |
| February 28, 2021 | 40.07% |
| January 31, 2021 | 40.07% |
| December 31, 2020 | 40.07% |
| November 30, 2020 | 40.07% |
| October 31, 2020 | 40.07% |
| September 30, 2020 | 40.07% |
| August 31, 2020 | 40.07% |
| July 31, 2020 | 40.07% |
| June 30, 2020 | 37.64% |
| May 31, 2020 | 37.64% |
| April 30, 2020 | 37.64% |
| March 31, 2020 | 37.64% |
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
2.26%
Minimum
May 2019
91.99%
Maximum
Apr 2024
44.62%
Average
40.07%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.82 |
| Beta (5Y) | -0.2039 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.21% |
| Historical Sharpe Ratio (5Y) | -0.8243 |
| Historical Sortino (5Y) | -0.997 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.37% |