Localiza Rent A Car SA (LZRFY)
9.73
+0.38
(+4.06%)
USD |
OTCM |
May 16, 16:00
Localiza Rent A Car Max Drawdown (5Y): 66.46% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 71.87% |
| October 31, 2020 | 73.01% |
| September 30, 2020 | 73.01% |
| August 31, 2020 | 73.01% |
| July 31, 2020 | 73.01% |
| June 30, 2020 | 73.01% |
| May 31, 2020 | 73.01% |
| April 30, 2020 | 73.01% |
| March 31, 2020 | 73.01% |
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
73.01%
Maximum
May 2019
68.52%
Average
66.46%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Embraer SA | 86.37% |
| Gol Linhas Aereas Inteligentes SA | 97.55% |
| Weg SA | 63.52% |
| Azul SA | 91.20% |
| Ambipar Emergency Response | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.46 |
| Beta (5Y) | 1.488 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.23% |
| Historical Sharpe Ratio (5Y) | 0.022 |
| Historical Sortino (5Y) | 0.0307 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.36% |