BH Macro Limited (BHMG.L)
BH Macro Limited is a feeder fund launched and managed by Brevan Howard Asset Management LLP. It invests its entire corpus in the Brevan Howard Master Fund Limited. BH Macro Limited was formed on January 17, 2007 and is domiciled in Guernsey, Channel Islands.
Company Info
ISIN | GG00B1NP5142 |
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Sector | Financial Services |
Industry | Collective Investments |
Highlights
Market Cap | £1.34B |
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EPS (TTM) | £0.14 |
PE Ratio | 25.57 |
Total Revenue (TTM) | £12.29M |
Gross Profit (TTM) | £12.29M |
EBITDA (TTM) | £98.90M |
Year Range | £325.43 - £397.00 |
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: BHMG.L vs. FSAGX, BHMG.L vs. PSHZF, BHMG.L vs. GBPG.L, BHMG.L vs. UPRO, BHMG.L vs. BTAL, BHMG.L vs. URTH
Performance
Performance Chart
The chart shows the growth of an initial investment of £10,000 in BH Macro Limited, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
BH Macro Limited had a return of -2.45% year-to-date (YTD) and 2.29% in the last 12 months. Over the past 10 years, BH Macro Limited had an annualized return of 6.17%, while the S&P 500 had an annualized return of 10.55%, indicating that BH Macro Limited did not perform as well as the benchmark.
Period | Return | Benchmark |
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Year-To-Date | -2.45% | 13.39% |
1 month | -6.53% | 4.02% |
6 months | 5.60% | 5.56% |
1 year | 2.29% | 21.51% |
5 years (annualized) | 4.95% | 12.69% |
10 years (annualized) | 6.17% | 10.55% |
Monthly Returns
The table below presents the monthly returns of BHMG.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.95% | -4.26% | -4.17% | 7.95% | 1.11% | 1.92% | 4.45% | -5.55% | -2.45% | ||||
2023 | -2.34% | 2.17% | -6.47% | 0.00% | -2.63% | -9.93% | -2.31% | -2.79% | 1.86% | 2.25% | -3.44% | 4.56% | -18.26% |
2022 | 2.14% | -1.57% | 8.24% | 4.42% | -0.82% | 3.44% | 5.96% | 0.22% | 0.22% | 1.08% | -1.60% | -2.71% | 20.05% |
2021 | -5.40% | -0.90% | -0.00% | -1.82% | 3.70% | 0.60% | 5.03% | 1.41% | -1.39% | 0.56% | 7.00% | -2.09% | 6.25% |
2020 | 1.15% | 0.38% | 13.96% | 10.60% | 2.40% | 2.63% | -4.56% | 0.90% | 7.84% | -0.55% | -3.17% | 0.28% | 34.87% |
2019 | 4.23% | -2.33% | -3.63% | 2.16% | 2.53% | 13.58% | -2.90% | 4.29% | -2.68% | -2.94% | -0.38% | -0.76% | 10.36% |
2018 | 1.50% | -0.99% | -0.80% | -1.91% | 5.32% | 2.18% | 2.38% | 2.09% | 1.02% | 5.96% | 0.21% | 0.21% | 18.25% |
2017 | -2.01% | 2.10% | -0.70% | 0.19% | -3.81% | -6.24% | 3.84% | 0.70% | -1.90% | -1.27% | 2.06% | 1.01% | -6.28% |
2016 | -0.40% | 0.40% | -0.89% | -3.05% | 0.82% | 0.46% | -0.81% | -3.75% | 1.07% | -0.58% | 10.77% | 2.20% | 5.70% |
2015 | 2.98% | 1.56% | 0.93% | -1.76% | -1.51% | -0.67% | 0.38% | -1.05% | -0.63% | -1.36% | -0.44% | 0.20% | -1.46% |
2014 | -3.37% | -1.44% | -2.83% | 1.30% | -0.05% | 0.67% | -0.41% | 0.56% | 3.97% | -1.96% | 1.75% | 0.59% | -1.44% |
2013 | 0.91% | 0.80% | 3.89% | 7.30% | 4.16% | -4.81% | -1.85% | -0.46% | -1.11% | -4.21% | 2.05% | -0.62% | 5.53% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of BHMG.L is 47, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for BH Macro Limited (BHMG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the BH Macro Limited. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the BH Macro Limited was 35.94%, occurring on Mar 25, 2024. The portfolio has not yet recovered.
The current BH Macro Limited drawdown is 30.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.94% | Sep 26, 2022 | 379 | Mar 25, 2024 | — | — | — |
-25.37% | Mar 19, 2008 | 199 | Dec 31, 2008 | 51 | Mar 13, 2009 | 250 |
-22.2% | May 23, 2013 | 878 | Nov 8, 2016 | 532 | Dec 14, 2018 | 1410 |
-12.43% | Jan 13, 2021 | 76 | Apr 30, 2021 | 130 | Nov 3, 2021 | 206 |
-10.39% | Jan 20, 2010 | 232 | Dec 16, 2010 | 161 | Aug 11, 2011 | 393 |
Volatility
Volatility Chart
The current BH Macro Limited volatility is 6.44%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Financials
Financial Performance
Historical P/E Ratio Chart
The chart below displays the historical trend of the price-to-earnings (P/E) ratio for BH Macro Limited.
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Income Statement
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