Embraer SA (ERJ)
38.82
+1.32
(+3.52%)
USD |
NYSE |
Nov 21, 16:00
39.02
+0.20
(+0.52%)
Pre-Market: 08:31
Embraer Max Drawdown (5Y): 86.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.69% |
| September 30, 2024 | 86.69% |
| August 31, 2024 | 86.69% |
| July 31, 2024 | 86.69% |
| June 30, 2024 | 86.69% |
| May 31, 2024 | 86.69% |
| April 30, 2024 | 86.69% |
| March 31, 2024 | 86.69% |
| February 29, 2024 | 86.69% |
| January 31, 2024 | 86.69% |
| December 31, 2023 | 86.69% |
| November 30, 2023 | 86.69% |
| October 31, 2023 | 86.69% |
| September 30, 2023 | 86.69% |
| August 31, 2023 | 86.69% |
| July 31, 2023 | 86.69% |
| June 30, 2023 | 86.69% |
| May 31, 2023 | 86.69% |
| April 30, 2023 | 86.69% |
| March 31, 2023 | 86.69% |
| February 28, 2023 | 86.69% |
| January 31, 2023 | 86.69% |
| December 31, 2022 | 86.69% |
| November 30, 2022 | 86.69% |
| October 31, 2022 | 86.69% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.69% |
| August 31, 2022 | 86.69% |
| July 31, 2022 | 86.69% |
| June 30, 2022 | 86.69% |
| May 31, 2022 | 86.69% |
| April 30, 2022 | 86.69% |
| March 31, 2022 | 86.69% |
| February 28, 2022 | 86.69% |
| January 31, 2022 | 86.69% |
| December 31, 2021 | 86.69% |
| November 30, 2021 | 86.69% |
| October 31, 2021 | 86.69% |
| September 30, 2021 | 86.69% |
| August 31, 2021 | 86.69% |
| July 31, 2021 | 86.69% |
| June 30, 2021 | 86.69% |
| May 31, 2021 | 86.69% |
| April 30, 2021 | 86.69% |
| March 31, 2021 | 86.69% |
| February 28, 2021 | 86.69% |
| January 31, 2021 | 86.69% |
| December 31, 2020 | 86.69% |
| November 30, 2020 | 86.69% |
| October 31, 2020 | 86.66% |
| September 30, 2020 | 86.60% |
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
86.69%
Maximum
Nov 2020
84.48%
Average
86.69%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Boeing Co | 77.92% |
| Lockheed Martin Corp | 36.66% |
| Azul SA | 95.28% |
| Gol Linhas Aereas Inteligentes SA | 98.61% |
| 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% |