Cielo SA (CIOXY)
1.00
-0.01
(-0.99%)
USD |
OTCM |
May 03, 16:00
Cielo Max Drawdown (5Y): 94.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 94.74% |
| March 31, 2024 | 94.74% |
| February 29, 2024 | 94.74% |
| January 31, 2024 | 94.74% |
| December 31, 2023 | 94.74% |
| November 30, 2023 | 94.74% |
| October 31, 2023 | 94.74% |
| September 30, 2023 | 94.74% |
| August 31, 2023 | 94.74% |
| July 31, 2023 | 94.74% |
| June 30, 2023 | 94.74% |
| May 31, 2023 | 94.74% |
| April 30, 2023 | 94.74% |
| March 31, 2023 | 94.74% |
| February 28, 2023 | 94.74% |
| January 31, 2023 | 94.74% |
| December 31, 2022 | 94.74% |
| November 30, 2022 | 94.74% |
| October 31, 2022 | 94.74% |
| September 30, 2022 | 94.74% |
| August 31, 2022 | 94.74% |
| July 31, 2022 | 94.74% |
| June 30, 2022 | 94.74% |
| May 31, 2022 | 94.74% |
| April 30, 2022 | 94.74% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.74% |
| February 28, 2022 | 94.74% |
| January 31, 2022 | 94.74% |
| December 31, 2021 | 94.74% |
| November 30, 2021 | 94.67% |
| October 31, 2021 | 94.45% |
| September 30, 2021 | 94.18% |
| August 31, 2021 | 93.51% |
| July 31, 2021 | 93.51% |
| June 30, 2021 | 93.51% |
| May 31, 2021 | 93.51% |
| April 30, 2021 | 93.51% |
| March 31, 2021 | 93.51% |
| February 28, 2021 | 93.51% |
| January 31, 2021 | 93.51% |
| December 31, 2020 | 93.51% |
| November 30, 2020 | 93.51% |
| October 31, 2020 | 93.51% |
| September 30, 2020 | 93.51% |
| August 31, 2020 | 93.51% |
| July 31, 2020 | 93.51% |
| June 30, 2020 | 93.51% |
| May 31, 2020 | 93.51% |
| April 30, 2020 | 91.22% |
| March 31, 2020 | 90.64% |
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
82.75%
Minimum
May 2019
94.74%
Maximum
Dec 2021
92.27%
Average
94.56%
Median
Max Drawdown (5Y) Benchmarks
| PagSeguro Digital Ltd | 88.61% |
| Totvs SA | -- |
| Zenvia Inc | -- |
| CI&T Inc | -- |
| Nvni Group Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.89 |
| Beta (5Y) | 1.138 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.85% |
| Historical Sharpe Ratio (5Y) | -0.1592 |
| Historical Sortino (5Y) | -0.2717 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.22% |