Barloworld Ltd (BRRAY)
4.75
+0.72
(+17.87%)
USD |
OTCM |
Nov 05, 11:01
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% |