Gafisa SA (GFASY)
2.04
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Gafisa Max Drawdown (5Y): 99.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.99% |
| March 31, 2024 | 99.99% |
| February 29, 2024 | 99.99% |
| January 31, 2024 | 99.99% |
| December 31, 2023 | 99.99% |
| November 30, 2023 | 99.99% |
| October 31, 2023 | 99.99% |
| September 30, 2023 | 99.99% |
| August 31, 2023 | 99.99% |
| July 31, 2023 | 99.99% |
| June 30, 2023 | 99.99% |
| May 31, 2023 | 99.99% |
| April 30, 2023 | 99.99% |
| March 31, 2023 | 99.99% |
| February 28, 2023 | 99.99% |
| January 31, 2023 | 99.99% |
| December 31, 2022 | 99.99% |
| November 30, 2022 | 99.99% |
| October 31, 2022 | 99.99% |
| September 30, 2022 | 99.99% |
| August 31, 2022 | 99.99% |
| July 31, 2022 | 97.19% |
| June 30, 2022 | 96.99% |
| May 31, 2022 | 96.99% |
| April 30, 2022 | 96.99% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.99% |
| February 28, 2022 | 96.99% |
| January 31, 2022 | 96.99% |
| December 31, 2021 | 96.41% |
| November 30, 2021 | 96.41% |
| October 31, 2021 | 96.36% |
| September 30, 2021 | 95.57% |
| August 31, 2021 | 95.57% |
| July 31, 2021 | 95.57% |
| June 30, 2021 | 95.57% |
| May 31, 2021 | 95.57% |
| April 30, 2021 | 95.57% |
| March 31, 2021 | 95.57% |
| February 28, 2021 | 95.57% |
| January 31, 2021 | 95.57% |
| December 31, 2020 | 95.57% |
| November 30, 2020 | 95.57% |
| October 31, 2020 | 95.57% |
| September 30, 2020 | 95.57% |
| August 31, 2020 | 95.57% |
| July 31, 2020 | 95.57% |
| June 30, 2020 | 95.57% |
| May 31, 2020 | 95.57% |
| April 30, 2020 | 95.57% |
| March 31, 2020 | 95.57% |
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
94.10%
Minimum
May 2019
99.99%
Maximum
Aug 2022
97.08%
Average
96.39%
Median
Max Drawdown (5Y) Benchmarks
| Companhia Brasileira De Distribuicao | 94.55% |
| 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) | -57.18 |
| Beta (5Y) | 1.523 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.85K% |
| Historical Sharpe Ratio (5Y) | -0.0069 |
| Historical Sortino (5Y) | -0.6819 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.92% |