PagSeguro Digital Ltd (PAGS)
7.51
-0.03
(-0.40%)
USD |
NYSE |
Nov 21, 16:00
7.515
0.00 (0.00%)
After-Hours: 20:00
PagSeguro Digital Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Totvs SA | -- |
| Zenvia Inc | -- |
| CI&T Inc | -- |
| Nvni Group Ltd | -- |
| GDS Holdings Ltd | 95.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.87 |
| Beta (5Y) | 1.949 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.30% |
| Historical Sharpe Ratio (5Y) | -0.4265 |
| Historical Sortino (5Y) | -0.7404 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.78% |