BB Seguridade Participacoes SA (BBSEY)
5.74
-0.11
(-1.88%)
USD |
OTCM |
Nov 13, 16:00
BB Seguridade Participacoes Max Drawdown (5Y): 59.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 59.43% |
| September 30, 2024 | 59.43% |
| August 31, 2024 | 59.43% |
| July 31, 2024 | 59.43% |
| June 30, 2024 | 59.43% |
| May 31, 2024 | 59.43% |
| April 30, 2024 | 59.43% |
| March 31, 2024 | 59.43% |
| February 29, 2024 | 59.43% |
| January 31, 2024 | 59.43% |
| December 31, 2023 | 59.43% |
| November 30, 2023 | 59.43% |
| October 31, 2023 | 59.43% |
| September 30, 2023 | 59.43% |
| August 31, 2023 | 59.43% |
| July 31, 2023 | 59.43% |
| June 30, 2023 | 59.43% |
| May 31, 2023 | 59.43% |
| April 30, 2023 | 59.43% |
| March 31, 2023 | 59.43% |
| February 28, 2023 | 59.43% |
| January 31, 2023 | 59.43% |
| December 31, 2022 | 59.43% |
| November 30, 2022 | 59.43% |
| October 31, 2022 | 59.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 59.43% |
| August 31, 2022 | 59.43% |
| July 31, 2022 | 59.43% |
| June 30, 2022 | 59.43% |
| May 31, 2022 | 59.43% |
| April 30, 2022 | 59.43% |
| March 31, 2022 | 59.43% |
| February 28, 2022 | 59.43% |
| January 31, 2022 | 59.43% |
| December 31, 2021 | 59.07% |
| November 30, 2021 | 58.24% |
| October 31, 2021 | 58.24% |
| September 30, 2021 | 58.24% |
| August 31, 2021 | 57.89% |
| July 31, 2021 | 57.89% |
| June 30, 2021 | 57.89% |
| May 31, 2021 | 57.89% |
| April 30, 2021 | 57.89% |
| March 31, 2021 | 57.89% |
| February 28, 2021 | 57.89% |
| January 31, 2021 | 57.89% |
| December 31, 2020 | 57.89% |
| November 30, 2020 | 61.87% |
| October 31, 2020 | 65.26% |
| September 30, 2020 | 65.26% |
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
57.89%
Minimum
Dec 2020
65.26%
Maximum
Nov 2019
60.34%
Average
59.43%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| Bank Bradesco SA | 67.89% |
| Banco Santander (Brasil) SA | 69.26% |
| Itau Unibanco Holding SA | 62.64% |
| Vinci Partners Investments Ltd | -- |
| Inter & Co Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.11 |
| Beta (5Y) | 1.001 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.51% |
| Historical Sharpe Ratio (5Y) | -0.0311 |
| Historical Sortino (5Y) | -0.0494 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.43% |