Ambev SA (ABEV)
2.30
-0.02
(-0.86%)
USD |
NYSE |
Apr 25, 16:00
2.32
+0.02
(+0.87%)
Pre-Market: 08:32
Ambev Max Drawdown (5Y): 72.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 72.25% |
July 31, 2020 | 72.25% |
June 30, 2020 | 72.25% |
May 31, 2020 | 72.25% |
April 30, 2020 | 71.39% |
March 31, 2020 | 69.82% |
February 29, 2020 | 54.79% |
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
Apr 2019
72.25%
Maximum
May 2020
69.00%
Average
72.25%
Median
May 2020
Max Drawdown (5Y) Benchmarks
BRF SA | 88.84% |
Brasilagro - Cia Bras de Prop Agricolas | 48.59% |
Afya Ltd | -- |
Vasta Platform Ltd | -- |
Vitru Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.98 |
Beta (5Y) | 1.087 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.92% |
Historical Sharpe Ratio (5Y) | -0.2382 |
Historical Sortino (5Y) | -0.3802 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.77% |