Ambev SA (ABEV)
2.155
-0.02
(-0.69%)
USD |
NYSE |
Nov 21, 16:00
2.155
0.00 (0.00%)
After-Hours: 17:01
Ambev Max Drawdown (5Y): 72.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.25% |
| September 30, 2024 | 72.25% |
| August 31, 2024 | 72.25% |
| July 31, 2024 | 72.25% |
| June 30, 2024 | 72.25% |
| May 31, 2024 | 72.25% |
| April 30, 2024 | 72.25% |
| March 31, 2024 | 72.25% |
| February 29, 2024 | 72.25% |
| January 31, 2024 | 72.25% |
| December 31, 2023 | 72.25% |
| November 30, 2023 | 72.25% |
| October 31, 2023 | 72.25% |
| September 30, 2023 | 72.25% |
| August 31, 2023 | 72.25% |
| July 31, 2023 | 72.25% |
| June 30, 2023 | 72.25% |
| May 31, 2023 | 72.25% |
| April 30, 2023 | 72.25% |
| March 31, 2023 | 72.25% |
| February 28, 2023 | 72.25% |
| January 31, 2023 | 72.25% |
| December 31, 2022 | 72.25% |
| November 30, 2022 | 72.25% |
| October 31, 2022 | 72.25% |
| Date | Value |
|---|---|
| September 30, 2022 | 72.25% |
| August 31, 2022 | 72.25% |
| July 31, 2022 | 72.25% |
| June 30, 2022 | 72.25% |
| May 31, 2022 | 72.25% |
| April 30, 2022 | 72.25% |
| March 31, 2022 | 72.25% |
| February 28, 2022 | 72.25% |
| January 31, 2022 | 72.25% |
| December 31, 2021 | 72.25% |
| November 30, 2021 | 72.25% |
| October 31, 2021 | 72.25% |
| September 30, 2021 | 72.25% |
| August 31, 2021 | 72.25% |
| July 31, 2021 | 72.25% |
| June 30, 2021 | 72.25% |
| May 31, 2021 | 72.25% |
| April 30, 2021 | 72.25% |
| March 31, 2021 | 72.25% |
| February 28, 2021 | 72.25% |
| January 31, 2021 | 72.25% |
| December 31, 2020 | 72.25% |
| November 30, 2020 | 72.25% |
| October 31, 2020 | 72.25% |
| September 30, 2020 | 72.25% |
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
54.79%
Minimum
Nov 2019
72.25%
Maximum
May 2020
71.03%
Average
72.25%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| BRF SA | 89.43% |
| Brasilagro - Cia Bras de Prop Agricolas | 48.59% |
| Afya Ltd | -- |
| Vasta Platform Ltd | -- |
| Sendas Distribuidora SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.39 |
| Beta (5Y) | 1.070 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.43% |
| Historical Sharpe Ratio (5Y) | -0.3177 |
| Historical Sortino (5Y) | -0.5072 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.31% |