Gol Linhas Aereas Inteligentes SA (GOLLQ)
0.64
+0.22
(+52.38%)
USD |
OTCM |
Nov 21, 16:00
Gol Linhas Aereas Inteligentes Max Drawdown (5Y): 98.61% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.61% |
| September 30, 2024 | 98.61% |
| August 31, 2024 | 98.61% |
| July 31, 2024 | 98.40% |
| June 30, 2024 | 98.18% |
| May 31, 2024 | 98.04% |
| April 30, 2024 | 97.55% |
| March 31, 2024 | 97.38% |
| February 29, 2024 | 95.28% |
| January 31, 2024 | 94.93% |
| December 31, 2023 | 91.10% |
| November 30, 2023 | 91.10% |
| October 31, 2023 | 91.10% |
| September 30, 2023 | 91.10% |
| August 31, 2023 | 91.10% |
| July 31, 2023 | 91.10% |
| June 30, 2023 | 91.10% |
| May 31, 2023 | 91.10% |
| April 30, 2023 | 91.10% |
| March 31, 2023 | 91.10% |
| February 28, 2023 | 90.48% |
| January 31, 2023 | 90.48% |
| December 31, 2022 | 90.48% |
| November 30, 2022 | 90.48% |
| October 31, 2022 | 90.48% |
| Date | Value |
|---|---|
| September 30, 2022 | 90.48% |
| August 31, 2022 | 90.48% |
| July 31, 2022 | 90.48% |
| June 30, 2022 | 90.48% |
| May 31, 2022 | 90.48% |
| April 30, 2022 | 90.48% |
| March 31, 2022 | 90.48% |
| February 28, 2022 | 90.48% |
| January 31, 2022 | 90.48% |
| December 31, 2021 | 90.48% |
| November 30, 2021 | 90.48% |
| October 31, 2021 | 90.48% |
| September 30, 2021 | 90.48% |
| August 31, 2021 | 90.48% |
| July 31, 2021 | 90.48% |
| June 30, 2021 | 92.49% |
| May 31, 2021 | 95.17% |
| April 30, 2021 | 95.17% |
| March 31, 2021 | 95.51% |
| February 28, 2021 | 95.93% |
| January 31, 2021 | 97.13% |
| December 31, 2020 | 98.39% |
| November 30, 2020 | 98.39% |
| October 31, 2020 | 98.39% |
| September 30, 2020 | 98.39% |
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
90.48%
Minimum
Jul 2021
98.61%
Maximum
Aug 2024
94.08%
Average
91.79%
Median
Max Drawdown (5Y) Benchmarks
| Embraer SA | 86.69% |
| Weg SA | 63.52% |
| Localiza Rent A Car SA | 66.46% |
| Azul SA | 95.28% |
| Ambipar Emergency Response | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -78.14 |
| Beta (5Y) | 1.853 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.89% |
| Historical Sharpe Ratio (5Y) | -0.5965 |
| Historical Sortino (5Y) | -0.9652 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.81% |