Itau Unibanco Holding SA (ITUB)
5.915
-0.02
(-0.25%)
USD |
NYSE |
Nov 14, 12:33
Itau Unibanco Max Drawdown (5Y): 62.64% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.64% |
| September 30, 2024 | 62.64% |
| August 31, 2024 | 62.64% |
| July 31, 2024 | 62.64% |
| June 30, 2024 | 62.64% |
| May 31, 2024 | 62.64% |
| April 30, 2024 | 62.64% |
| March 31, 2024 | 62.64% |
| February 29, 2024 | 62.64% |
| January 31, 2024 | 62.64% |
| December 31, 2023 | 62.64% |
| November 30, 2023 | 62.64% |
| October 31, 2023 | 62.64% |
| September 30, 2023 | 62.64% |
| August 31, 2023 | 62.64% |
| July 31, 2023 | 62.64% |
| June 30, 2023 | 62.64% |
| May 31, 2023 | 62.64% |
| April 30, 2023 | 62.64% |
| March 31, 2023 | 62.64% |
| February 28, 2023 | 62.64% |
| January 31, 2023 | 62.64% |
| December 31, 2022 | 62.64% |
| November 30, 2022 | 62.64% |
| October 31, 2022 | 62.64% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.64% |
| August 31, 2022 | 62.64% |
| July 31, 2022 | 62.64% |
| June 30, 2022 | 62.64% |
| May 31, 2022 | 62.64% |
| April 30, 2022 | 62.64% |
| March 31, 2022 | 62.64% |
| February 28, 2022 | 62.64% |
| January 31, 2022 | 62.64% |
| December 31, 2021 | 62.64% |
| November 30, 2021 | 62.64% |
| October 31, 2021 | 62.64% |
| September 30, 2021 | 62.64% |
| August 31, 2021 | 62.64% |
| July 31, 2021 | 62.64% |
| June 30, 2021 | 62.64% |
| May 31, 2021 | 62.64% |
| April 30, 2021 | 62.64% |
| March 31, 2021 | 62.64% |
| February 28, 2021 | 62.64% |
| January 31, 2021 | 62.64% |
| December 31, 2020 | 62.64% |
| November 30, 2020 | 62.64% |
| October 31, 2020 | 64.42% |
| September 30, 2020 | 64.42% |
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
62.64%
Minimum
Nov 2020
64.42%
Maximum
Nov 2019
63.00%
Average
62.64%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Bank Bradesco SA | 67.89% |
| Banco Santander (Brasil) SA | 69.26% |
| Banco do Brasil SA BB Brasil | 69.29% |
| Vinci Partners Investments Ltd | -- |
| Inter & Co Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.26 |
| Beta (5Y) | 0.9615 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.00% |
| Historical Sharpe Ratio (5Y) | -0.0439 |
| Historical Sortino (5Y) | -0.0723 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.60% |