BRF SA (BRFS)
4.505
-0.02
(-0.33%)
USD |
NYSE |
Nov 05, 16:00
4.505
0.00 (0.00%)
After-Hours: 18:10
BRF Max Drawdown (5Y): 88.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.84% |
| September 30, 2024 | 88.84% |
| August 31, 2024 | 88.84% |
| July 31, 2024 | 88.84% |
| June 30, 2024 | 88.84% |
| May 31, 2024 | 88.84% |
| April 30, 2024 | 88.84% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
88.84%
Maximum
Mar 2023
87.76%
Average
87.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Treehouse Foods Inc | 66.87% |
| Brasilagro - Cia Bras de Prop Agricolas | 48.59% |
| Ambev SA | 72.25% |
| Afya Ltd | 72.09% |
| Vasta Platform Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.52 |
| Beta (5Y) | 1.933 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.20% |
| Historical Sharpe Ratio (5Y) | -0.2503 |
| Historical Sortino (5Y) | -0.3853 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.88% |