Brasilagro - Cia Bras de Prop Agricolas (LND)
4.92
-0.09
(-1.80%)
USD |
NYSE |
May 01, 16:00
4.96
+0.04
(+0.81%)
After-Hours: 20:00
Brasilagro - Cia Bras de Prop Agricolas Max Drawdown (5Y): 48.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 73.58% |
| July 31, 2020 | 73.58% |
| June 30, 2020 | 73.58% |
| May 31, 2020 | 73.58% |
| April 30, 2020 | 73.58% |
| March 31, 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
May 2019
56.90%
Average
48.59%
Median
Apr 2021
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) | 3.710 |
| Beta (5Y) | 0.8391 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.69% |
| Historical Sharpe Ratio (5Y) | 0.3133 |
| Historical Sortino (5Y) | 0.5294 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.47% |