Embraer SA (ERJ)
33.86
+0.66
(+1.97%)
USD |
NYSE |
Nov 04, 16:00
33.86
0.00 (0.00%)
After-Hours: 20:00
Embraer Max Drawdown (5Y): 86.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.37% |
| September 30, 2024 | 86.37% |
| August 31, 2024 | 86.37% |
| July 31, 2024 | 86.37% |
| June 30, 2024 | 86.37% |
| May 31, 2024 | 86.37% |
| April 30, 2024 | 86.37% |
| March 31, 2024 | 86.37% |
| February 29, 2024 | 86.37% |
| January 31, 2024 | 86.37% |
| December 31, 2023 | 86.37% |
| November 30, 2023 | 86.37% |
| October 31, 2023 | 86.37% |
| September 30, 2023 | 86.37% |
| August 31, 2023 | 86.37% |
| July 31, 2023 | 86.37% |
| June 30, 2023 | 86.37% |
| May 31, 2023 | 86.37% |
| April 30, 2023 | 86.37% |
| March 31, 2023 | 86.37% |
| February 28, 2023 | 86.37% |
| January 31, 2023 | 86.37% |
| December 31, 2022 | 86.37% |
| November 30, 2022 | 86.37% |
| October 31, 2022 | 86.37% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.37% |
| August 31, 2022 | 86.37% |
| July 31, 2022 | 86.37% |
| June 30, 2022 | 86.37% |
| May 31, 2022 | 86.37% |
| April 30, 2022 | 86.37% |
| March 31, 2022 | 86.37% |
| February 28, 2022 | 86.37% |
| January 31, 2022 | 86.37% |
| December 31, 2021 | 86.37% |
| November 30, 2021 | 86.37% |
| October 31, 2021 | 86.37% |
| September 30, 2021 | 86.37% |
| August 31, 2021 | 86.37% |
| July 31, 2021 | 86.37% |
| June 30, 2021 | 86.37% |
| May 31, 2021 | 86.37% |
| April 30, 2021 | 86.37% |
| March 31, 2021 | 86.37% |
| February 28, 2021 | 86.37% |
| January 31, 2021 | 86.37% |
| December 31, 2020 | 86.37% |
| November 30, 2020 | 86.37% |
| October 31, 2020 | 86.37% |
| September 30, 2020 | 86.37% |
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
56.18%
Minimum
Nov 2019
86.37%
Maximum
May 2020
84.19%
Average
86.37%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Boeing Co | 77.92% |
| Azul SA | 95.28% |
| Gol Linhas Aereas Inteligentes SA | 98.61% |
| Weg SA | 63.52% |
| Ambipar Emergency Response | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.24 |
| Beta (5Y) | 1.698 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.27% |
| Historical Sharpe Ratio (5Y) | 0.1939 |
| Historical Sortino (5Y) | 0.3104 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.10% |