Petroleo Brasileiro SA Petrobras (PBR)

13.04 +0.09 (+0.70%) USD  |  NYSE  |  Dec 20, 16:00
13.10 +0.06 (+0.46%) After-Hours: 20:00
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Petroleo Brasileiro SA Petrobras Max Drawdown (5Y): 75.14% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Ecopetrol SA 73.56%
TechnipFMC PLC 87.17%
VAALCO Energy Inc 78.20%
Cosan SA --
Shell PLC 67.23%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.5148
Beta (5Y) 1.418
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 54.07%
Historical Sharpe Ratio (5Y) 0.3598
Historical Sortino (5Y) 0.4694
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.03%