Barloworld Ltd (BRRAY)
4.23
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
Barloworld Max Drawdown (5Y): 79.70% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 79.70% |
August 31, 2024 | 79.70% |
July 31, 2024 | 79.70% |
June 30, 2024 | 79.70% |
May 31, 2024 | 79.70% |
April 30, 2024 | 79.70% |
March 31, 2024 | 79.70% |
February 29, 2024 | 79.70% |
January 31, 2024 | 79.70% |
December 31, 2023 | 79.70% |
November 30, 2023 | 79.70% |
October 31, 2023 | 79.70% |
September 30, 2023 | 79.70% |
August 31, 2023 | 79.70% |
July 31, 2023 | 79.70% |
June 30, 2023 | 79.70% |
May 31, 2023 | 79.70% |
April 30, 2023 | 79.70% |
March 31, 2023 | 79.70% |
February 28, 2023 | 79.70% |
January 31, 2023 | 79.70% |
December 31, 2022 | 79.70% |
November 30, 2022 | 79.70% |
October 31, 2022 | 79.70% |
September 30, 2022 | 79.70% |
Date | Value |
---|---|
August 31, 2022 | 79.70% |
July 31, 2022 | 79.70% |
June 30, 2022 | 79.70% |
May 31, 2022 | 79.70% |
April 30, 2022 | 79.70% |
March 31, 2022 | 79.70% |
February 28, 2022 | 79.70% |
January 31, 2022 | 79.70% |
December 31, 2021 | 79.70% |
November 30, 2021 | 79.70% |
October 31, 2021 | 79.70% |
September 30, 2021 | 79.70% |
August 31, 2021 | 79.70% |
July 31, 2021 | 79.70% |
June 30, 2021 | 79.70% |
May 31, 2021 | 79.70% |
April 30, 2021 | 79.70% |
March 31, 2021 | 79.70% |
February 28, 2021 | 79.70% |
January 31, 2021 | 79.70% |
December 31, 2020 | 79.70% |
November 30, 2020 | 79.70% |
October 31, 2020 | 79.70% |
September 30, 2020 | 79.70% |
August 31, 2020 | 79.70% |
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
71.27%
Minimum
Nov 2019
79.70%
Maximum
Apr 2020
79.08%
Average
79.70%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Bidvest Group Ltd | 73.31% |
Novus Holdings Ltd | -- |
Bell Equipment Ltd | -- |
Murray And Roberts Holdings Ltd | -- |
Reunert Ltd | 0.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.91 |
Beta (5Y) | 0.3255 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.33% |
Historical Sharpe Ratio (5Y) | -0.191 |
Historical Sortino (5Y) | -0.2943 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.00% |