JBS SA (JBSAY)
8.93
+0.40
(+4.69%)
USD |
OTCM |
Apr 26, 16:00
JBS Max Drawdown (5Y): 59.59% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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 | 59.59% |
April 30, 2023 | 59.59% |
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% |
September 30, 2022 | 59.65% |
August 31, 2022 | 59.65% |
July 31, 2022 | 59.65% |
June 30, 2022 | 59.65% |
May 31, 2022 | 59.65% |
April 30, 2022 | 64.39% |
March 31, 2022 | 66.16% |
Date | Value |
---|---|
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% |
August 31, 2020 | 66.16% |
July 31, 2020 | 66.16% |
June 30, 2020 | 66.16% |
May 31, 2020 | 66.16% |
April 30, 2020 | 66.16% |
March 31, 2020 | 66.16% |
February 29, 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
Apr 2023
66.16%
Maximum
Apr 2019
63.62%
Average
66.16%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
BRF SA | 88.84% |
Ambev SA | 72.25% |
Afya Ltd | -- |
Vasta Platform Ltd | -- |
Vitru Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.702 |
Beta (5Y) | 1.045 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.51% |
Historical Sharpe Ratio (5Y) | 0.108 |
Historical Sortino (5Y) | 0.1649 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.35% |