Brasilagro - Cia Bras de Prop Agricolas (LND)
4.20
+0.06
(+1.45%)
USD |
NYSE |
Nov 05, 16:00
4.20
0.00 (0.00%)
After-Hours: 18:21
Brasilagro - Cia Bras de Prop Agricolas Max Drawdown (5Y): 48.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 48.59% |
September 30, 2024 | 48.59% |
August 31, 2024 | 48.59% |
July 31, 2024 | 48.59% |
June 30, 2024 | 48.59% |
May 31, 2024 | 48.59% |
April 30, 2024 | 48.59% |
March 31, 2024 | 48.59% |
February 29, 2024 | 48.59% |
January 31, 2024 | 48.59% |
December 31, 2023 | 48.59% |
November 30, 2023 | 48.59% |
October 31, 2023 | 48.59% |
September 30, 2023 | 48.59% |
August 31, 2023 | 48.59% |
July 31, 2023 | 48.59% |
June 30, 2023 | 48.59% |
May 31, 2023 | 48.59% |
April 30, 2023 | 48.59% |
March 31, 2023 | 48.59% |
February 28, 2023 | 48.59% |
January 31, 2023 | 48.59% |
December 31, 2022 | 48.59% |
November 30, 2022 | 48.59% |
October 31, 2022 | 48.59% |
Date | Value |
---|---|
September 30, 2022 | 48.59% |
August 31, 2022 | 48.59% |
July 31, 2022 | 48.59% |
June 30, 2022 | 48.59% |
May 31, 2022 | 48.59% |
April 30, 2022 | 48.59% |
March 31, 2022 | 48.59% |
February 28, 2022 | 48.59% |
January 31, 2022 | 48.59% |
December 31, 2021 | 48.59% |
November 30, 2021 | 48.59% |
October 31, 2021 | 48.59% |
September 30, 2021 | 48.59% |
August 31, 2021 | 48.59% |
July 31, 2021 | 48.59% |
June 30, 2021 | 48.59% |
May 31, 2021 | 48.59% |
April 30, 2021 | 48.59% |
March 31, 2021 | 52.35% |
February 28, 2021 | 52.35% |
January 31, 2021 | 52.79% |
December 31, 2020 | 60.92% |
November 30, 2020 | 73.34% |
October 31, 2020 | 73.58% |
September 30, 2020 | 73.58% |
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
48.59%
Minimum
Apr 2021
73.58%
Maximum
Nov 2019
54.41%
Average
48.59%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
BRF SA | 88.84% |
Ambev SA | 72.25% |
Afya Ltd | 72.09% |
Vasta Platform Ltd | -- |
Sendas Distribuidora SA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.594 |
Beta (5Y) | 0.8339 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.47% |
Historical Sharpe Ratio (5Y) | 0.1729 |
Historical Sortino (5Y) | 0.2966 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.47% |