Iochpe-Maxion SA (IOCJY)
1.20
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Iochpe-Maxion Max Drawdown (5Y): 83.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 83.10% |
| March 31, 2024 | 83.10% |
| February 29, 2024 | 83.10% |
| January 31, 2024 | 83.10% |
| December 31, 2023 | 83.10% |
| November 30, 2023 | 83.10% |
| October 31, 2023 | 83.10% |
| September 30, 2023 | 83.10% |
| August 31, 2023 | 83.10% |
| July 31, 2023 | 83.10% |
| June 30, 2023 | 83.10% |
| May 31, 2023 | 83.10% |
| April 30, 2023 | 83.10% |
| March 31, 2023 | 83.10% |
| February 28, 2023 | 83.10% |
| January 31, 2023 | 83.10% |
| December 31, 2022 | 83.10% |
| November 30, 2022 | 83.10% |
| October 31, 2022 | 83.10% |
| September 30, 2022 | 83.10% |
| August 31, 2022 | 83.10% |
| July 31, 2022 | 83.10% |
| June 30, 2022 | 83.10% |
| May 31, 2022 | 83.10% |
| April 30, 2022 | 83.10% |
| Date | Value |
|---|---|
| March 31, 2022 | 83.10% |
| February 28, 2022 | 83.10% |
| January 31, 2022 | 83.10% |
| December 31, 2021 | 83.10% |
| November 30, 2021 | 83.10% |
| October 31, 2021 | 83.10% |
| September 30, 2021 | 83.10% |
| August 31, 2021 | 83.10% |
| July 31, 2021 | 83.10% |
| June 30, 2021 | 83.10% |
| May 31, 2021 | 83.10% |
| April 30, 2021 | 83.10% |
| March 31, 2021 | 83.10% |
| February 28, 2021 | 83.10% |
| January 31, 2021 | 83.10% |
| December 31, 2020 | 86.62% |
| November 30, 2020 | 87.85% |
| October 31, 2020 | 87.85% |
| September 30, 2020 | 87.85% |
| August 31, 2020 | 87.85% |
| July 31, 2020 | 87.85% |
| June 30, 2020 | 87.85% |
| May 31, 2020 | 87.85% |
| April 30, 2020 | 87.85% |
| March 31, 2020 | 87.85% |
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
83.10%
Minimum
Jan 2021
87.85%
Maximum
May 2019
84.66%
Average
83.10%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Companhia Brasileira De Distribuicao | 94.55% |
| Gafisa SA | 99.99% |
| Cyrela Brazil Realty SA Empreend e Part | 74.97% |
| Magazine Luiza SA | -- |
| Vibra Energia SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.75 |
| Beta (5Y) | 1.363 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.83% |
| Historical Sharpe Ratio (5Y) | -0.0508 |
| Historical Sortino (5Y) | -0.0905 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.46% |