Bank Bradesco SA (BBD)
2.35
+0.03
(+1.29%)
USD |
NYSE |
Nov 14, 12:14
Bank Bradesco Max Drawdown (5Y): 67.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 67.89% |
September 30, 2024 | 67.89% |
August 31, 2024 | 67.89% |
July 31, 2024 | 67.89% |
June 30, 2024 | 67.89% |
May 31, 2024 | 67.89% |
April 30, 2024 | 67.89% |
March 31, 2024 | 67.89% |
February 29, 2024 | 67.89% |
January 31, 2024 | 67.89% |
December 31, 2023 | 67.89% |
November 30, 2023 | 67.89% |
October 31, 2023 | 67.89% |
September 30, 2023 | 67.89% |
August 31, 2023 | 67.89% |
July 31, 2023 | 67.89% |
June 30, 2023 | 67.89% |
May 31, 2023 | 67.89% |
April 30, 2023 | 67.89% |
March 31, 2023 | 67.89% |
February 28, 2023 | 67.89% |
January 31, 2023 | 67.89% |
December 31, 2022 | 67.89% |
November 30, 2022 | 67.89% |
October 31, 2022 | 67.89% |
Date | Value |
---|---|
September 30, 2022 | 67.89% |
August 31, 2022 | 67.89% |
July 31, 2022 | 67.89% |
June 30, 2022 | 67.89% |
May 31, 2022 | 67.89% |
April 30, 2022 | 67.89% |
March 31, 2022 | 67.89% |
February 28, 2022 | 67.89% |
January 31, 2022 | 67.89% |
December 31, 2021 | 67.89% |
November 30, 2021 | 67.89% |
October 31, 2021 | 67.89% |
September 30, 2021 | 67.89% |
August 31, 2021 | 67.89% |
July 31, 2021 | 67.89% |
June 30, 2021 | 67.89% |
May 31, 2021 | 67.89% |
April 30, 2021 | 67.89% |
March 31, 2021 | 67.89% |
February 28, 2021 | 67.89% |
January 31, 2021 | 67.89% |
December 31, 2020 | 67.89% |
November 30, 2020 | 67.89% |
October 31, 2020 | 70.19% |
September 30, 2020 | 70.19% |
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
67.89%
Minimum
Nov 2020
70.19%
Maximum
Nov 2019
68.35%
Average
67.89%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Banco Santander (Brasil) SA | 69.26% |
Itau Unibanco Holding SA | 62.64% |
Banco do Brasil SA BB Brasil | 69.29% |
Vinci Partners Investments Ltd | -- |
Inter & Co Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -28.29 |
Beta (5Y) | 0.9859 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.01% |
Historical Sharpe Ratio (5Y) | -0.3384 |
Historical Sortino (5Y) | -0.5564 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.14% |