Ambev SA (ABEV)
2.22
+0.01
(+0.45%)
USD |
NYSE |
Nov 05, 16:00
2.23
+0.01
(+0.45%)
After-Hours: 20:00
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 | 88.84% |
Brasilagro - Cia Bras de Prop Agricolas | 48.59% |
Afya Ltd | 72.09% |
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% |