Braskem SA (BAK)
4.96
-0.12
(-2.36%)
USD |
NYSE |
Nov 21, 16:00
5.09
+0.13
(+2.62%)
After-Hours: 20:00
Braskem Max Drawdown (5Y): 87.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.21% |
| September 30, 2024 | 87.21% |
| August 31, 2024 | 87.21% |
| July 31, 2024 | 87.21% |
| June 30, 2024 | 87.21% |
| May 31, 2024 | 87.21% |
| April 30, 2024 | 87.21% |
| March 31, 2024 | 87.21% |
| February 29, 2024 | 87.21% |
| January 31, 2024 | 87.21% |
| December 31, 2023 | 87.21% |
| November 30, 2023 | 87.21% |
| October 31, 2023 | 87.21% |
| September 30, 2023 | 87.21% |
| August 31, 2023 | 87.21% |
| July 31, 2023 | 87.21% |
| June 30, 2023 | 87.21% |
| May 31, 2023 | 87.21% |
| April 30, 2023 | 87.21% |
| March 31, 2023 | 87.21% |
| February 28, 2023 | 87.21% |
| January 31, 2023 | 87.21% |
| December 31, 2022 | 87.21% |
| November 30, 2022 | 87.21% |
| October 31, 2022 | 87.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.21% |
| August 31, 2022 | 87.21% |
| July 31, 2022 | 87.21% |
| June 30, 2022 | 87.21% |
| May 31, 2022 | 87.21% |
| April 30, 2022 | 87.21% |
| March 31, 2022 | 87.21% |
| February 28, 2022 | 87.21% |
| January 31, 2022 | 87.21% |
| December 31, 2021 | 87.21% |
| November 30, 2021 | 87.21% |
| October 31, 2021 | 87.21% |
| September 30, 2021 | 87.21% |
| August 31, 2021 | 87.21% |
| July 31, 2021 | 87.21% |
| June 30, 2021 | 87.21% |
| May 31, 2021 | 87.21% |
| April 30, 2021 | 87.21% |
| March 31, 2021 | 87.21% |
| February 28, 2021 | 87.21% |
| January 31, 2021 | 87.21% |
| December 31, 2020 | 87.21% |
| November 30, 2020 | 87.21% |
| October 31, 2020 | 87.21% |
| September 30, 2020 | 87.21% |
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
78.10%
Minimum
Nov 2019
87.21%
Maximum
Mar 2020
86.60%
Average
87.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Gerdau SA | 67.56% |
| Vale SA | 57.88% |
| Atlas Lithium Corp | 99.99% |
| Suzano SA | 65.06% |
| Lavoro Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.77 |
| Beta (5Y) | 2.052 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.41% |
| Historical Sharpe Ratio (5Y) | -0.2326 |
| Historical Sortino (5Y) | -0.4154 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.12% |