Brambles Ltd (BXBLY)
19.06
+0.24
(+1.30%)
USD |
OTCM |
May 03, 11:45
Brambles Max Drawdown (5Y): 42.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 42.99% |
July 31, 2020 | 42.99% |
June 30, 2020 | 42.99% |
May 31, 2020 | 42.99% |
April 30, 2020 | 42.99% |
March 31, 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
May 2019
42.99%
Maximum
Mar 2020
41.63%
Average
42.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Austal Ltd | 62.20% |
Atlas Arteria Ltd | 52.76% |
CSR Ltd | 38.79% |
Cardno Ltd | 89.93% |
Globavend Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.950 |
Beta (5Y) | 0.9199 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.74% |
Historical Sharpe Ratio (5Y) | 0.1391 |
Historical Sortino (5Y) | 0.1656 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.98% |