Azul SA (AZUL)
2.52
-0.05
(-1.95%)
USD |
NYSE |
Nov 21, 16:00
2.52
0.00 (0.00%)
After-Hours: 20:00
Azul Max Drawdown (5Y): 95.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.28% |
| September 30, 2024 | 95.28% |
| August 31, 2024 | 93.66% |
| July 31, 2024 | 91.33% |
| June 30, 2024 | 91.20% |
| May 31, 2024 | 91.20% |
| April 30, 2024 | 91.20% |
| March 31, 2024 | 91.20% |
| February 29, 2024 | 91.20% |
| January 31, 2024 | 91.20% |
| December 31, 2023 | 91.20% |
| November 30, 2023 | 91.20% |
| October 31, 2023 | 91.20% |
| September 30, 2023 | 91.20% |
| August 31, 2023 | 91.20% |
| July 31, 2023 | 91.20% |
| June 30, 2023 | 91.20% |
| May 31, 2023 | 91.20% |
| April 30, 2023 | 91.20% |
| March 31, 2023 | 91.20% |
| February 28, 2023 | 90.79% |
| January 31, 2023 | 87.86% |
| December 31, 2022 | 87.86% |
| November 30, 2022 | 87.27% |
| October 31, 2022 | 87.27% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.27% |
| August 31, 2022 | 87.27% |
| July 31, 2022 | 87.27% |
| June 30, 2022 | 87.27% |
| May 31, 2022 | 87.27% |
| April 30, 2022 | 87.27% |
| March 31, 2022 | 87.27% |
| February 28, 2022 | 87.27% |
| January 31, 2022 | 87.27% |
| December 31, 2021 | 87.27% |
| November 30, 2021 | 87.27% |
| October 31, 2021 | 87.27% |
| September 30, 2021 | 87.27% |
| August 31, 2021 | 87.27% |
| July 31, 2021 | 87.27% |
| June 30, 2021 | 87.27% |
| May 31, 2021 | 87.27% |
| April 30, 2021 | 87.27% |
| March 31, 2021 | 87.27% |
| February 28, 2021 | 87.27% |
| January 31, 2021 | 87.27% |
| December 31, 2020 | 87.27% |
| November 30, 2020 | 87.27% |
| October 31, 2020 | 87.27% |
| September 30, 2020 | 87.27% |
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
54.96%
Minimum
Nov 2019
95.28%
Maximum
Sep 2024
86.65%
Average
87.27%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Embraer SA | 86.69% |
| Gol Linhas Aereas Inteligentes SA | 98.61% |
| Weg SA | 63.52% |
| Localiza Rent A Car SA | 66.46% |
| Ambipar Emergency Response | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -68.50 |
| Beta (5Y) | 1.987 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.58% |
| Historical Sharpe Ratio (5Y) | -0.4629 |
| Historical Sortino (5Y) | -0.8756 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.95% |