Cyrela Brazil Realty SA Empreend e Part (CYRBY)
3.87
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Cyrela Brazil Realty SA Empreend e Part Max Drawdown (5Y): 74.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.97% |
March 31, 2024 | 74.97% |
February 29, 2024 | 74.97% |
January 31, 2024 | 74.97% |
December 31, 2023 | 74.97% |
November 30, 2023 | 74.97% |
October 31, 2023 | 74.97% |
September 30, 2023 | 74.97% |
August 31, 2023 | 74.97% |
July 31, 2023 | 74.97% |
June 30, 2023 | 74.97% |
May 31, 2023 | 74.97% |
April 30, 2023 | 74.97% |
March 31, 2023 | 74.97% |
February 28, 2023 | 74.97% |
January 31, 2023 | 74.97% |
December 31, 2022 | 74.97% |
November 30, 2022 | 74.97% |
October 31, 2022 | 74.97% |
September 30, 2022 | 74.97% |
August 31, 2022 | 74.97% |
July 31, 2022 | 74.97% |
June 30, 2022 | 74.97% |
May 31, 2022 | 74.97% |
April 30, 2022 | 74.97% |
Date | Value |
---|---|
March 31, 2022 | 74.97% |
February 28, 2022 | 74.97% |
January 31, 2022 | 74.97% |
December 31, 2021 | 74.97% |
November 30, 2021 | 74.97% |
October 31, 2021 | 74.97% |
September 30, 2021 | 74.97% |
August 31, 2021 | 74.97% |
July 31, 2021 | 74.97% |
June 30, 2021 | 74.97% |
May 31, 2021 | 74.97% |
April 30, 2021 | 74.97% |
March 31, 2021 | 74.97% |
February 28, 2021 | 74.97% |
January 31, 2021 | 74.97% |
December 31, 2020 | 77.33% |
November 30, 2020 | 81.87% |
October 31, 2020 | 82.17% |
September 30, 2020 | 82.17% |
August 31, 2020 | 82.17% |
July 31, 2020 | 82.17% |
June 30, 2020 | 83.65% |
May 31, 2020 | 83.65% |
April 30, 2020 | 83.65% |
March 31, 2020 | 83.65% |
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
74.97%
Minimum
Jan 2021
83.65%
Maximum
May 2019
77.63%
Average
74.97%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Companhia Brasileira De Distribuicao | 94.55% |
Gafisa SA | 99.99% |
Iochpe-Maxion SA | 83.10% |
Magazine Luiza SA | -- |
Vibra Energia SA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.77 |
Beta (5Y) | 1.269 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.49% |
Historical Sharpe Ratio (5Y) | 0.0059 |
Historical Sortino (5Y) | 0.0095 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.32% |