Companhia Brasileira De Distribuicao (CBDBY)
0.5402
0.00 (0.00%)
USD |
OTCM |
May 17, 15:03
Companhia Brasileira De Distribuicao Max Drawdown (5Y): 94.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 94.55% |
| March 31, 2024 | 92.64% |
| February 29, 2024 | 92.64% |
| January 31, 2024 | 92.64% |
| December 31, 2023 | 92.64% |
| November 30, 2023 | 92.64% |
| October 31, 2023 | 92.64% |
| September 30, 2023 | 92.29% |
| August 31, 2023 | 87.94% |
| July 31, 2023 | 68.42% |
| June 30, 2023 | 68.42% |
| May 31, 2023 | 68.42% |
| April 30, 2023 | 68.42% |
| March 31, 2023 | 68.42% |
| February 28, 2023 | 66.46% |
| January 31, 2023 | 66.46% |
| December 31, 2022 | 66.46% |
| November 30, 2022 | 66.46% |
| October 31, 2022 | 66.46% |
| September 30, 2022 | 66.46% |
| August 31, 2022 | 66.46% |
| July 31, 2022 | 66.46% |
| June 30, 2022 | 62.05% |
| May 31, 2022 | 59.09% |
| April 30, 2022 | 59.09% |
| Date | Value |
|---|---|
| March 31, 2022 | 59.09% |
| February 28, 2022 | 59.09% |
| January 31, 2022 | 59.09% |
| December 31, 2021 | 60.08% |
| November 30, 2021 | 60.08% |
| October 31, 2021 | 60.08% |
| September 30, 2021 | 66.72% |
| August 31, 2021 | 66.72% |
| July 31, 2021 | 66.72% |
| June 30, 2021 | 66.72% |
| May 31, 2021 | 66.72% |
| April 30, 2021 | 67.10% |
| March 31, 2021 | 72.77% |
| February 28, 2021 | 73.78% |
| January 31, 2021 | 73.78% |
| December 31, 2020 | 73.78% |
| November 30, 2020 | 77.84% |
| October 31, 2020 | 81.22% |
| September 30, 2020 | 81.22% |
| August 31, 2020 | 81.22% |
| July 31, 2020 | 81.22% |
| June 30, 2020 | 81.22% |
| May 31, 2020 | 81.22% |
| April 30, 2020 | 81.22% |
| March 31, 2020 | 81.22% |
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
59.09%
Minimum
Jan 2022
94.55%
Maximum
Apr 2024
74.61%
Average
73.78%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Gafisa SA | 99.99% |
| Iochpe-Maxion SA | 83.10% |
| Cyrela Brazil Realty SA Empreend e Part | 74.97% |
| Magazine Luiza SA | -- |
| Vibra Energia SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.11 |
| Beta (5Y) | 2.247 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 161.6% |
| Historical Sharpe Ratio (5Y) | -0.1365 |
| Historical Sortino (5Y) | -0.4382 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.77% |