Petroleo Brasileiro SA Petrobras (PBR.A)
13.57
+0.54
(+4.14%)
USD |
NYSE |
Nov 22, 10:53
Petroleo Brasileiro SA Petrobras Max Drawdown (5Y): 71.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.69% |
| September 30, 2024 | 71.69% |
| August 31, 2024 | 71.69% |
| July 31, 2024 | 71.69% |
| June 30, 2024 | 71.69% |
| May 31, 2024 | 71.69% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 74.87% |
| June 30, 2021 | 80.01% |
| May 31, 2021 | 84.17% |
| April 30, 2021 | 84.17% |
| March 31, 2021 | 86.82% |
| February 28, 2021 | 92.03% |
| January 31, 2021 | 93.51% |
| December 31, 2020 | 93.73% |
| November 30, 2020 | 93.73% |
| October 31, 2020 | 93.73% |
| September 30, 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
Aug 2021
93.73%
Maximum
Nov 2019
78.39%
Average
71.69%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| VAALCO Energy Inc | 78.20% |
| Ecopetrol SA | 73.56% |
| TechnipFMC PLC | 87.17% |
| PEDEVCO Corp | 90.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8365 |
| Beta (5Y) | 1.441 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.51% |
| Historical Sharpe Ratio (5Y) | 0.3384 |
| Historical Sortino (5Y) | 0.4418 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.05% |