Brambles Ltd (BXBLY)

24.62 +0.21 (+0.85%) USD  |  OTCM  |  Dec 16, 15:59
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Brambles Max Drawdown (5Y): 42.99% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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EESTech Inc 99.89%
Austal Ltd 62.20%
GWA Group Ltd 50.66%
Atlas Arteria Ltd 52.76%
Globavend Holdings Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.701
Beta (5Y) 0.9145
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.87%
Historical Sharpe Ratio (5Y) 0.3423
Historical Sortino (5Y) 0.4428
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.49%