Petroleo Brasileiro SA Petrobras (PBR.A)
15.72
-0.70
(-4.26%)
USD |
NYSE |
May 03, 14:57
Petroleo Brasileiro SA Petrobras Max Drawdown (5Y): 71.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 71.69% |
| March 31, 2024 | 71.69% |
| February 29, 2024 | 71.69% |
| January 31, 2024 | 71.69% |
| December 31, 2023 | 71.69% |
| November 30, 2023 | 71.69% |
| October 31, 2023 | 71.69% |
| September 30, 2023 | 71.69% |
| August 31, 2023 | 71.69% |
| July 31, 2023 | 71.69% |
| June 30, 2023 | 71.69% |
| May 31, 2023 | 71.69% |
| April 30, 2023 | 71.69% |
| March 31, 2023 | 71.69% |
| February 28, 2023 | 71.69% |
| January 31, 2023 | 71.69% |
| December 31, 2022 | 71.69% |
| November 30, 2022 | 71.69% |
| October 31, 2022 | 71.69% |
| September 30, 2022 | 71.69% |
| August 31, 2022 | 71.69% |
| July 31, 2022 | 71.69% |
| June 30, 2022 | 71.69% |
| May 31, 2022 | 71.69% |
| April 30, 2022 | 71.69% |
| Date | Value |
|---|---|
| March 31, 2022 | 71.69% |
| February 28, 2022 | 71.69% |
| January 31, 2022 | 71.69% |
| December 31, 2021 | 71.69% |
| November 30, 2021 | 71.69% |
| October 31, 2021 | 71.69% |
| September 30, 2021 | 71.69% |
| August 31, 2021 | 71.69% |
| July 31, 2021 | 71.69% |
| June 30, 2021 | 71.69% |
| May 31, 2021 | 74.47% |
| April 30, 2021 | 79.45% |
| March 31, 2021 | 82.99% |
| February 28, 2021 | 83.73% |
| January 31, 2021 | 85.21% |
| December 31, 2020 | 87.40% |
| November 30, 2020 | 93.35% |
| October 31, 2020 | 93.73% |
| September 30, 2020 | 93.73% |
| August 31, 2020 | 93.73% |
| July 31, 2020 | 93.73% |
| June 30, 2020 | 93.73% |
| May 31, 2020 | 93.73% |
| April 30, 2020 | 93.73% |
| March 31, 2020 | 93.73% |
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
71.69%
Minimum
Jun 2021
93.73%
Maximum
May 2019
79.71%
Average
71.69%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Archrock Inc | 87.09% |
| Sunoco LP | 62.95% |
| Energy Transfer LP | 81.50% |
| Ecopetrol SA | 73.56% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.142 |
| Beta (5Y) | 1.483 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.80% |
| Historical Sharpe Ratio (5Y) | 0.4671 |
| Historical Sortino (5Y) | 0.6003 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.49% |