Afya Ltd (AFYA)
16.26
-0.10
(-0.61%)
USD |
NASDAQ |
Nov 21, 16:00
15.71
-0.55
(-3.38%)
After-Hours: 20:00
Afya Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| BRF SA | 89.43% |
| Brasilagro - Cia Bras de Prop Agricolas | 48.59% |
| Ambev SA | 72.25% |
| Vasta Platform Ltd | -- |
| Sendas Distribuidora SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.26 |
| Beta (5Y) | 0.9139 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.75% |
| Historical Sharpe Ratio (5Y) | -0.268 |
| Historical Sortino (5Y) | -0.4569 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.52% |