Itau Unibanco Holding SA (ITUB)
4.375
+0.04 (+1.04%)
USD |
NYSE |
Mar 24, 16:00
4.38
0.00 (0.00%)
After-Hours: 18:48
Itau Unibanco Max Drawdown (5Y): 63.34% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 63.34% |
| January 31, 2023 | 63.34% |
| December 31, 2022 | 63.34% |
| November 30, 2022 | 63.34% |
| October 31, 2022 | 63.34% |
| September 30, 2022 | 63.34% |
| August 31, 2022 | 63.34% |
| July 31, 2022 | 63.34% |
| June 30, 2022 | 63.34% |
| May 31, 2022 | 63.34% |
| April 30, 2022 | 63.34% |
| March 31, 2022 | 63.34% |
| February 28, 2022 | 63.34% |
| January 31, 2022 | 63.34% |
| December 31, 2021 | 63.34% |
| November 30, 2021 | 63.34% |
| October 31, 2021 | 63.34% |
| September 30, 2021 | 63.34% |
| August 31, 2021 | 63.34% |
| July 31, 2021 | 63.34% |
| June 30, 2021 | 63.34% |
| May 31, 2021 | 63.34% |
| April 30, 2021 | 63.34% |
| March 31, 2021 | 63.34% |
| February 28, 2021 | 63.34% |
| Date | Value |
|---|---|
| January 31, 2021 | 63.34% |
| December 31, 2020 | 63.34% |
| November 30, 2020 | 63.34% |
| October 31, 2020 | 64.89% |
| September 30, 2020 | 64.89% |
| August 31, 2020 | 64.89% |
| July 31, 2020 | 64.89% |
| June 30, 2020 | 64.89% |
| May 31, 2020 | 64.89% |
| April 30, 2020 | 64.89% |
| March 31, 2020 | 64.89% |
| February 29, 2020 | 64.89% |
| January 31, 2020 | 64.89% |
| December 31, 2019 | 64.89% |
| November 30, 2019 | 64.89% |
| October 31, 2019 | 64.89% |
| September 30, 2019 | 64.89% |
| August 31, 2019 | 64.89% |
| July 31, 2019 | 64.89% |
| June 30, 2019 | 64.89% |
| May 31, 2019 | 64.89% |
| April 30, 2019 | 64.89% |
| March 31, 2019 | 64.89% |
| February 28, 2019 | 64.89% |
| January 31, 2019 | 64.89% |
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
63.34%
Minimum
Nov 2020
64.89%
Maximum
Mar 2018
64.17%
Average
64.89%
Median
Mar 2018
Max Drawdown (5Y) Benchmarks
| Bank Bradesco SA | 67.89% |
| Banco Santander (Brasil) SA | 69.26% |
| Vinci Partners Investments Ltd | -- |
| Inter & Co Inc | -- |
| XP Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.54 |
| Beta (5Y) | 0.5871 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.06% |
| Historical Sharpe Ratio (5Y) | -0.0632 |
| Historical Sortino (5Y) | -0.1094 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.55% |