Brambles Ltd (BXBLY)
24.88
+0.12
(+0.48%)
USD |
OTCM |
Nov 15, 15:59
Brambles Max Drawdown (5Y): 42.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.99% |
| September 30, 2024 | 42.99% |
| August 31, 2024 | 42.99% |
| July 31, 2024 | 42.99% |
| June 30, 2024 | 42.99% |
| May 31, 2024 | 42.99% |
| April 30, 2024 | 42.99% |
| March 31, 2024 | 42.99% |
| February 29, 2024 | 42.99% |
| January 31, 2024 | 42.99% |
| December 31, 2023 | 42.99% |
| November 30, 2023 | 42.99% |
| October 31, 2023 | 42.99% |
| September 30, 2023 | 42.99% |
| August 31, 2023 | 42.99% |
| July 31, 2023 | 42.99% |
| June 30, 2023 | 42.99% |
| May 31, 2023 | 42.99% |
| April 30, 2023 | 42.99% |
| March 31, 2023 | 42.99% |
| February 28, 2023 | 42.99% |
| January 31, 2023 | 42.99% |
| December 31, 2022 | 42.99% |
| November 30, 2022 | 42.99% |
| October 31, 2022 | 42.99% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.99% |
| August 31, 2022 | 42.99% |
| July 31, 2022 | 42.99% |
| June 30, 2022 | 42.99% |
| May 31, 2022 | 42.99% |
| April 30, 2022 | 42.99% |
| March 31, 2022 | 42.99% |
| February 28, 2022 | 42.99% |
| January 31, 2022 | 42.99% |
| December 31, 2021 | 42.99% |
| November 30, 2021 | 42.99% |
| October 31, 2021 | 42.99% |
| September 30, 2021 | 42.99% |
| August 31, 2021 | 42.99% |
| July 31, 2021 | 42.99% |
| June 30, 2021 | 42.99% |
| May 31, 2021 | 42.99% |
| April 30, 2021 | 42.99% |
| March 31, 2021 | 42.99% |
| February 28, 2021 | 42.99% |
| January 31, 2021 | 42.99% |
| December 31, 2020 | 42.99% |
| November 30, 2020 | 42.99% |
| October 31, 2020 | 42.99% |
| September 30, 2020 | 42.99% |
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
34.83%
Minimum
Nov 2019
42.99%
Maximum
Mar 2020
42.45%
Average
42.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| EESTech Inc | 99.89% |
| Austal Ltd | 62.20% |
| Atlas Arteria Ltd | 52.76% |
| Cardno Ltd | 89.93% |
| Globavend Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.362 |
| Beta (5Y) | 0.9194 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.84% |
| Historical Sharpe Ratio (5Y) | 0.3424 |
| Historical Sortino (5Y) | 0.4397 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.49% |