BB Seguridade Participacoes SA (BBSEY)
6.30
+0.09
(+1.45%)
USD |
OTCM |
May 01, 16:18
BB Seguridade Participacoes Max Drawdown (5Y): 59.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.43% |
March 31, 2024 | 59.43% |
February 29, 2024 | 59.43% |
January 31, 2024 | 59.43% |
December 31, 2023 | 59.43% |
November 30, 2023 | 59.43% |
October 31, 2023 | 59.43% |
September 30, 2023 | 59.43% |
August 31, 2023 | 59.43% |
July 31, 2023 | 59.43% |
June 30, 2023 | 59.43% |
May 31, 2023 | 59.43% |
April 30, 2023 | 59.43% |
March 31, 2023 | 59.43% |
February 28, 2023 | 59.43% |
January 31, 2023 | 59.43% |
December 31, 2022 | 59.43% |
November 30, 2022 | 59.43% |
October 31, 2022 | 59.43% |
September 30, 2022 | 59.43% |
August 31, 2022 | 59.43% |
July 31, 2022 | 59.43% |
June 30, 2022 | 59.43% |
May 31, 2022 | 59.43% |
April 30, 2022 | 59.43% |
Date | Value |
---|---|
March 31, 2022 | 59.43% |
February 28, 2022 | 59.43% |
January 31, 2022 | 59.43% |
December 31, 2021 | 59.07% |
November 30, 2021 | 58.24% |
October 31, 2021 | 58.24% |
September 30, 2021 | 58.24% |
August 31, 2021 | 57.89% |
July 31, 2021 | 57.89% |
June 30, 2021 | 57.89% |
May 31, 2021 | 57.89% |
April 30, 2021 | 57.89% |
March 31, 2021 | 57.89% |
February 28, 2021 | 57.89% |
January 31, 2021 | 57.89% |
December 31, 2020 | 57.89% |
November 30, 2020 | 61.87% |
October 31, 2020 | 65.26% |
September 30, 2020 | 65.26% |
August 31, 2020 | 65.26% |
July 31, 2020 | 65.26% |
June 30, 2020 | 65.26% |
May 31, 2020 | 65.26% |
April 30, 2020 | 65.26% |
March 31, 2020 | 65.26% |
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
57.89%
Minimum
Dec 2020
65.26%
Maximum
May 2019
60.92%
Average
59.43%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
Bank Bradesco SA | 67.89% |
Banco Santander (Brasil) SA | 69.26% |
XP Inc | -- |
Vinci Partners Investments Ltd | -- |
Inter & Co Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.183 |
Beta (5Y) | 0.9908 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.73% |
Historical Sharpe Ratio (5Y) | 0.0738 |
Historical Sortino (5Y) | 0.1161 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.43% |