BHP Group Ltd (BHP)
56.81
+0.38
(+0.67%)
USD |
NYSE |
Apr 29, 16:00
56.91
+0.10
(+0.18%)
After-Hours: 20:00
BHP Group Max Drawdown (5Y): 43.85% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 43.85% |
| February 29, 2024 | 43.85% |
| January 31, 2024 | 43.85% |
| December 31, 2023 | 43.85% |
| November 30, 2023 | 43.85% |
| October 31, 2023 | 43.85% |
| September 30, 2023 | 43.85% |
| August 31, 2023 | 43.85% |
| July 31, 2023 | 43.85% |
| June 30, 2023 | 43.85% |
| May 31, 2023 | 43.85% |
| April 30, 2023 | 43.85% |
| March 31, 2023 | 43.85% |
| February 28, 2023 | 43.85% |
| January 31, 2023 | 43.85% |
| December 31, 2022 | 43.85% |
| November 30, 2022 | 43.85% |
| October 31, 2022 | 43.85% |
| September 30, 2022 | 43.85% |
| August 31, 2022 | 43.85% |
| July 31, 2022 | 43.85% |
| June 30, 2022 | 43.85% |
| May 31, 2022 | 43.85% |
| April 30, 2022 | 43.85% |
| March 31, 2022 | 45.33% |
| Date | Value |
|---|---|
| February 28, 2022 | 45.33% |
| January 31, 2022 | 45.33% |
| December 31, 2021 | 45.33% |
| November 30, 2021 | 45.33% |
| October 31, 2021 | 45.33% |
| September 30, 2021 | 45.33% |
| August 31, 2021 | 46.15% |
| July 31, 2021 | 46.31% |
| June 30, 2021 | 53.46% |
| May 31, 2021 | 54.29% |
| April 30, 2021 | 56.53% |
| March 31, 2021 | 59.01% |
| February 28, 2021 | 63.11% |
| January 31, 2021 | 67.09% |
| December 31, 2020 | 67.09% |
| November 30, 2020 | 73.98% |
| October 31, 2020 | 75.19% |
| September 30, 2020 | 75.19% |
| August 31, 2020 | 75.19% |
| July 31, 2020 | 75.19% |
| June 30, 2020 | 75.19% |
| May 31, 2020 | 75.19% |
| April 30, 2020 | 75.19% |
| March 31, 2020 | 75.19% |
| February 29, 2020 | 75.19% |
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
43.85%
Minimum
Apr 2022
75.19%
Maximum
Apr 2019
56.42%
Average
45.33%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Rio Tinto PLC | 37.48% |
| Anglo American PLC | 58.31% |
| Glencore PLC | 75.73% |
| Freeport-McMoRan Inc | 74.00% |
| Southern Copper Corp | 55.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.034 |
| Beta (5Y) | 0.9785 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.15% |
| Historical Sharpe Ratio (5Y) | 0.2694 |
| Historical Sortino (5Y) | 0.4311 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.36% |