Itau Unibanco Holding SA (ITUB)

5.07 +0.05 (+1.00%) USD  |  NYSE  |  Dec 20, 16:00
5.11 +0.04 (+0.79%) After-Hours: 20:00
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Itau Unibanco Max Drawdown (5Y): 62.64% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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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) -14.71
Beta (5Y) 0.9335
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 41.87%
Historical Sharpe Ratio (5Y) -0.0534
Historical Sortino (5Y) -0.088
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.55%