Localiza Rent A Car SA (LZRFY)
7.21
+0.31
(+4.49%)
USD |
OTCM |
Nov 04, 16:00
Localiza Rent A Car Max Drawdown (5Y): 66.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 66.46% |
September 30, 2024 | 66.46% |
August 31, 2024 | 66.46% |
July 31, 2024 | 66.46% |
June 30, 2024 | 66.46% |
May 31, 2024 | 66.46% |
April 30, 2024 | 66.46% |
March 31, 2024 | 66.46% |
February 29, 2024 | 66.46% |
January 31, 2024 | 66.46% |
December 31, 2023 | 66.46% |
November 30, 2023 | 66.46% |
October 31, 2023 | 66.46% |
September 30, 2023 | 66.46% |
August 31, 2023 | 66.46% |
July 31, 2023 | 66.46% |
June 30, 2023 | 66.46% |
May 31, 2023 | 66.46% |
April 30, 2023 | 66.46% |
March 31, 2023 | 66.46% |
February 28, 2023 | 66.46% |
January 31, 2023 | 66.46% |
December 31, 2022 | 66.46% |
November 30, 2022 | 66.46% |
October 31, 2022 | 66.46% |
Date | Value |
---|---|
September 30, 2022 | 66.46% |
August 31, 2022 | 66.46% |
July 31, 2022 | 66.46% |
June 30, 2022 | 66.46% |
May 31, 2022 | 66.46% |
April 30, 2022 | 66.46% |
March 31, 2022 | 66.46% |
February 28, 2022 | 66.46% |
January 31, 2022 | 66.46% |
December 31, 2021 | 66.46% |
November 30, 2021 | 66.46% |
October 31, 2021 | 66.46% |
September 30, 2021 | 66.46% |
August 31, 2021 | 66.46% |
July 31, 2021 | 66.46% |
June 30, 2021 | 66.46% |
May 31, 2021 | 66.46% |
April 30, 2021 | 66.46% |
March 31, 2021 | 66.46% |
February 28, 2021 | 66.46% |
January 31, 2021 | 66.46% |
December 31, 2020 | 66.46% |
November 30, 2020 | 70.46% |
October 31, 2020 | 71.65% |
September 30, 2020 | 71.65% |
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
66.46%
Minimum
Dec 2020
71.65%
Maximum
Nov 2019
67.57%
Average
66.46%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Embraer SA | 86.37% |
Gol Linhas Aereas Inteligentes SA | 98.61% |
Weg SA | 63.52% |
Azul SA | 95.28% |
Ambipar Emergency Response | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.69 |
Beta (5Y) | 1.525 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.95% |
Historical Sharpe Ratio (5Y) | -0.1348 |
Historical Sortino (5Y) | -0.1933 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.82% |