BRF SA (BRFS)
3.43
+0.09
(+2.69%)
USD |
NYSE |
Apr 23, 15:22
BRF Max Drawdown (5Y): 88.84% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 88.84% |
February 29, 2024 | 88.84% |
January 31, 2024 | 88.84% |
December 31, 2023 | 88.84% |
November 30, 2023 | 88.84% |
October 31, 2023 | 88.84% |
September 30, 2023 | 88.84% |
August 31, 2023 | 88.84% |
July 31, 2023 | 88.84% |
June 30, 2023 | 88.84% |
May 31, 2023 | 88.84% |
April 30, 2023 | 88.84% |
March 31, 2023 | 88.84% |
February 28, 2023 | 87.92% |
January 31, 2023 | 87.82% |
December 31, 2022 | 87.82% |
November 30, 2022 | 87.82% |
October 31, 2022 | 87.82% |
September 30, 2022 | 87.82% |
August 31, 2022 | 87.82% |
July 31, 2022 | 87.82% |
June 30, 2022 | 87.82% |
May 31, 2022 | 87.82% |
April 30, 2022 | 87.82% |
March 31, 2022 | 87.82% |
Date | Value |
---|---|
February 28, 2022 | 87.82% |
January 31, 2022 | 87.82% |
December 31, 2021 | 87.82% |
November 30, 2021 | 87.82% |
October 31, 2021 | 87.82% |
September 30, 2021 | 87.82% |
August 31, 2021 | 87.82% |
July 31, 2021 | 87.82% |
June 30, 2021 | 87.82% |
May 31, 2021 | 87.82% |
April 30, 2021 | 87.82% |
March 31, 2021 | 87.82% |
February 28, 2021 | 87.82% |
January 31, 2021 | 87.82% |
December 31, 2020 | 87.82% |
November 30, 2020 | 87.82% |
October 31, 2020 | 87.82% |
September 30, 2020 | 87.82% |
August 31, 2020 | 87.82% |
July 31, 2020 | 87.82% |
June 30, 2020 | 87.82% |
May 31, 2020 | 87.82% |
April 30, 2020 | 87.82% |
March 31, 2020 | 87.82% |
February 29, 2020 | 81.71% |
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
81.71%
Minimum
Apr 2019
88.84%
Maximum
Mar 2023
86.92%
Average
87.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
JBS SA | 59.59% |
Ambev SA | 72.25% |
Afya Ltd | -- |
Vasta Platform Ltd | -- |
Vitru Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -38.35 |
Beta (5Y) | 1.947 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.10% |
Historical Sharpe Ratio (5Y) | -0.2227 |
Historical Sortino (5Y) | -0.3461 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.88% |