Embraer SA (ERJ)
25.93
+0.38
(+1.49%)
USD |
NYSE |
May 01, 16:00
26.44
+0.51
(+1.97%)
After-Hours: 18:37
Embraer Max Drawdown (5Y): 86.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.37% |
March 31, 2024 | 86.37% |
February 29, 2024 | 86.37% |
January 31, 2024 | 86.37% |
December 31, 2023 | 86.37% |
November 30, 2023 | 86.37% |
October 31, 2023 | 86.37% |
September 30, 2023 | 86.37% |
August 31, 2023 | 86.37% |
July 31, 2023 | 86.37% |
June 30, 2023 | 86.37% |
May 31, 2023 | 86.37% |
April 30, 2023 | 86.37% |
March 31, 2023 | 86.37% |
February 28, 2023 | 86.37% |
January 31, 2023 | 86.37% |
December 31, 2022 | 86.37% |
November 30, 2022 | 86.37% |
October 31, 2022 | 86.37% |
September 30, 2022 | 86.37% |
August 31, 2022 | 86.37% |
July 31, 2022 | 86.37% |
June 30, 2022 | 86.37% |
May 31, 2022 | 86.37% |
April 30, 2022 | 86.37% |
Date | Value |
---|---|
March 31, 2022 | 86.37% |
February 28, 2022 | 86.37% |
January 31, 2022 | 86.37% |
December 31, 2021 | 86.37% |
November 30, 2021 | 86.37% |
October 31, 2021 | 86.37% |
September 30, 2021 | 86.37% |
August 31, 2021 | 86.37% |
July 31, 2021 | 86.37% |
June 30, 2021 | 86.37% |
May 31, 2021 | 86.37% |
April 30, 2021 | 86.37% |
March 31, 2021 | 86.37% |
February 28, 2021 | 86.37% |
January 31, 2021 | 86.37% |
December 31, 2020 | 86.37% |
November 30, 2020 | 86.37% |
October 31, 2020 | 86.37% |
September 30, 2020 | 86.37% |
August 31, 2020 | 86.37% |
July 31, 2020 | 86.37% |
June 30, 2020 | 86.37% |
May 31, 2020 | 86.37% |
April 30, 2020 | 82.48% |
March 31, 2020 | 80.22% |
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
56.18%
Minimum
May 2019
86.37%
Maximum
May 2020
81.17%
Average
86.37%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Boeing Co | 77.92% |
American Airlines Group Inc | 84.14% |
Gol Linhas Aereas Inteligentes SA | 97.55% |
Azul SA | 91.20% |
Ambipar Emergency Response | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.60 |
Beta (5Y) | 1.666 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.97% |
Historical Sharpe Ratio (5Y) | 0.0494 |
Historical Sortino (5Y) | 0.08 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.10% |