Banco do Brasil SA BB Brasil (BDORY)
4.395
-0.12
(-2.55%)
USD |
OTCM |
Nov 21, 16:00
Banco do Brasil SA BB Brasil Max Drawdown (5Y): 69.29% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 69.29% |
September 30, 2024 | 69.29% |
August 31, 2024 | 69.29% |
July 31, 2024 | 69.29% |
June 30, 2024 | 69.29% |
May 31, 2024 | 69.29% |
April 30, 2024 | 69.29% |
March 31, 2024 | 69.29% |
February 29, 2024 | 69.29% |
January 31, 2024 | 69.29% |
December 31, 2023 | 69.29% |
November 30, 2023 | 69.29% |
October 31, 2023 | 69.29% |
September 30, 2023 | 69.29% |
August 31, 2023 | 69.29% |
July 31, 2023 | 69.29% |
June 30, 2023 | 69.29% |
May 31, 2023 | 69.29% |
April 30, 2023 | 69.29% |
March 31, 2023 | 69.29% |
February 28, 2023 | 69.29% |
January 31, 2023 | 69.29% |
December 31, 2022 | 69.29% |
November 30, 2022 | 69.29% |
October 31, 2022 | 69.29% |
Date | Value |
---|---|
September 30, 2022 | 69.29% |
August 31, 2022 | 69.29% |
July 31, 2022 | 69.29% |
June 30, 2022 | 69.29% |
May 31, 2022 | 69.29% |
April 30, 2022 | 69.29% |
March 31, 2022 | 69.29% |
February 28, 2022 | 69.29% |
January 31, 2022 | 69.29% |
December 31, 2021 | 69.29% |
November 30, 2021 | 69.29% |
October 31, 2021 | 69.29% |
September 30, 2021 | 69.29% |
August 31, 2021 | 69.29% |
July 31, 2021 | 69.29% |
June 30, 2021 | 69.29% |
May 31, 2021 | 69.29% |
April 30, 2021 | 69.55% |
March 31, 2021 | 69.55% |
February 28, 2021 | 77.65% |
January 31, 2021 | 78.98% |
December 31, 2020 | 79.58% |
November 30, 2020 | 79.58% |
October 31, 2020 | 79.58% |
September 30, 2020 | 79.58% |
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
69.29%
Minimum
May 2021
79.58%
Maximum
Nov 2019
72.00%
Average
69.29%
Median
May 2021
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) | -12.96 |
Beta (5Y) | 1.066 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.24% |
Historical Sharpe Ratio (5Y) | 0.0172 |
Historical Sortino (5Y) | 0.0255 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.89% |