JBS SA (JBSAY)
12.00
-0.09
(-0.74%)
USD |
OTCM |
Nov 21, 15:56
JBS Max Drawdown (5Y): 59.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.59% |
September 30, 2024 | 59.59% |
August 31, 2024 | 59.59% |
July 31, 2024 | 59.59% |
June 30, 2024 | 59.59% |
May 31, 2024 | 59.59% |
April 30, 2024 | 59.59% |
March 31, 2024 | 59.59% |
February 29, 2024 | 59.59% |
January 31, 2024 | 59.59% |
December 31, 2023 | 59.59% |
November 30, 2023 | 59.59% |
October 31, 2023 | 59.59% |
September 30, 2023 | 59.59% |
August 31, 2023 | 59.59% |
July 31, 2023 | 59.59% |
June 30, 2023 | 59.59% |
May 31, 2023 | 59.65% |
April 30, 2023 | 59.65% |
March 31, 2023 | 59.65% |
February 28, 2023 | 59.65% |
January 31, 2023 | 59.65% |
December 31, 2022 | 59.65% |
November 30, 2022 | 59.65% |
October 31, 2022 | 59.65% |
Date | Value |
---|---|
September 30, 2022 | 59.65% |
August 31, 2022 | 59.65% |
July 31, 2022 | 59.65% |
June 30, 2022 | 64.39% |
May 31, 2022 | 66.16% |
April 30, 2022 | 66.16% |
March 31, 2022 | 66.16% |
February 28, 2022 | 66.16% |
January 31, 2022 | 66.16% |
December 31, 2021 | 66.16% |
November 30, 2021 | 66.16% |
October 31, 2021 | 66.16% |
September 30, 2021 | 66.16% |
August 31, 2021 | 66.16% |
July 31, 2021 | 66.16% |
June 30, 2021 | 66.16% |
May 31, 2021 | 66.16% |
April 30, 2021 | 66.16% |
March 31, 2021 | 66.16% |
February 28, 2021 | 66.16% |
January 31, 2021 | 66.16% |
December 31, 2020 | 66.16% |
November 30, 2020 | 66.16% |
October 31, 2020 | 66.16% |
September 30, 2020 | 66.16% |
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
59.59%
Minimum
Jun 2023
66.16%
Maximum
Nov 2019
63.07%
Average
66.16%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
BRF SA | 89.43% |
Brasilagro - Cia Bras de Prop Agricolas | 48.59% |
Ambev SA | 72.25% |
Afya Ltd | -- |
Vasta Platform Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.97 |
Beta (5Y) | 1.147 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.42% |
Historical Sharpe Ratio (5Y) | 0.0225 |
Historical Sortino (5Y) | 0.0352 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.23% |