BP PLC (BP)
37.10
-0.66
(-1.73%)
USD |
NYSE |
May 16, 16:00
37.10
0.00 (0.00%)
After-Hours: 20:00
BP Max Drawdown (5Y): 63.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.90% |
March 31, 2024 | 63.90% |
February 29, 2024 | 63.90% |
January 31, 2024 | 63.90% |
December 31, 2023 | 63.90% |
November 30, 2023 | 63.90% |
October 31, 2023 | 63.90% |
September 30, 2023 | 63.90% |
August 31, 2023 | 63.90% |
July 31, 2023 | 63.90% |
June 30, 2023 | 63.90% |
May 31, 2023 | 63.90% |
April 30, 2023 | 63.90% |
March 31, 2023 | 63.90% |
February 28, 2023 | 63.90% |
January 31, 2023 | 63.90% |
December 31, 2022 | 63.90% |
November 30, 2022 | 63.90% |
October 31, 2022 | 63.90% |
September 30, 2022 | 63.90% |
August 31, 2022 | 63.90% |
July 31, 2022 | 63.90% |
June 30, 2022 | 63.90% |
May 31, 2022 | 63.90% |
April 30, 2022 | 63.90% |
Date | Value |
---|---|
March 31, 2022 | 63.90% |
February 28, 2022 | 63.90% |
January 31, 2022 | 63.90% |
December 31, 2021 | 63.90% |
November 30, 2021 | 63.90% |
October 31, 2021 | 63.90% |
September 30, 2021 | 63.90% |
August 31, 2021 | 63.90% |
July 31, 2021 | 63.90% |
June 30, 2021 | 63.90% |
May 31, 2021 | 63.90% |
April 30, 2021 | 63.90% |
March 31, 2021 | 63.90% |
February 28, 2021 | 63.90% |
January 31, 2021 | 63.90% |
December 31, 2020 | 63.90% |
November 30, 2020 | 63.90% |
October 31, 2020 | 63.90% |
September 30, 2020 | 62.47% |
August 31, 2020 | 62.47% |
July 31, 2020 | 62.47% |
June 30, 2020 | 62.47% |
May 31, 2020 | 62.47% |
April 30, 2020 | 62.47% |
March 31, 2020 | 62.47% |
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
42.24%
Minimum
May 2019
63.90%
Maximum
Oct 2020
60.13%
Average
63.90%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Shell PLC | 67.23% |
Chevron Corp | 55.77% |
Eni SpA | 61.64% |
Equinor ASA | 66.76% |
Exxon Mobil Corp | 61.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.449 |
Beta (5Y) | 0.6742 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.94% |
Historical Sharpe Ratio (5Y) | 0.0296 |
Historical Sortino (5Y) | 0.0414 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.48% |