Marfrig Global Foods SA (MRRTY)
1.86
+0.02
(+0.81%)
USD |
OTCM |
May 02, 11:04
Marfrig Global Foods Max Drawdown (5Y): 70.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 70.15% |
| March 31, 2024 | 70.15% |
| February 29, 2024 | 70.15% |
| January 31, 2024 | 70.15% |
| December 31, 2023 | 70.15% |
| November 30, 2023 | 70.15% |
| October 31, 2023 | 70.15% |
| September 30, 2023 | 70.15% |
| August 31, 2023 | 70.15% |
| July 31, 2023 | 70.15% |
| June 30, 2023 | 70.15% |
| May 31, 2023 | 70.15% |
| April 30, 2023 | 70.15% |
| March 31, 2023 | 69.77% |
| February 28, 2023 | 69.52% |
| January 31, 2023 | 66.99% |
| December 31, 2022 | 66.99% |
| November 30, 2022 | 64.31% |
| October 31, 2022 | 64.31% |
| September 30, 2022 | 64.31% |
| August 31, 2022 | 65.09% |
| July 31, 2022 | 65.09% |
| June 30, 2022 | 65.09% |
| May 31, 2022 | 65.54% |
| April 30, 2022 | 67.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.17% |
| February 28, 2022 | 68.17% |
| January 31, 2022 | 70.27% |
| December 31, 2021 | 71.17% |
| November 30, 2021 | 71.17% |
| October 31, 2021 | 72.25% |
| September 30, 2021 | 73.56% |
| August 31, 2021 | 78.06% |
| July 31, 2021 | 78.06% |
| June 30, 2021 | 78.06% |
| May 31, 2021 | 78.06% |
| April 30, 2021 | 78.06% |
| March 31, 2021 | 79.57% |
| February 28, 2021 | 83.26% |
| January 31, 2021 | 83.26% |
| December 31, 2020 | 83.83% |
| November 30, 2020 | 87.37% |
| October 31, 2020 | 87.76% |
| September 30, 2020 | 87.76% |
| August 31, 2020 | 87.76% |
| July 31, 2020 | 87.76% |
| June 30, 2020 | 87.76% |
| May 31, 2020 | 87.76% |
| April 30, 2020 | 87.76% |
| March 31, 2020 | 88.88% |
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
64.31%
Minimum
Sep 2022
88.88%
Maximum
May 2019
76.67%
Average
71.71%
Median
Max Drawdown (5Y) Benchmarks
| Brasilagro - Cia Bras de Prop Agricolas | 48.59% |
| Ambev SA | 72.25% |
| Afya Ltd | -- |
| Vasta Platform Ltd | -- |
| Vitru Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.30 |
| Beta (5Y) | 1.814 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.96% |
| Historical Sharpe Ratio (5Y) | 0.0878 |
| Historical Sortino (5Y) | 0.1294 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.15% |