Petroleo Brasileiro SA Petrobras (PBR)
16.82
-0.14
(-0.80%)
USD |
NYSE |
Apr 24, 15:17
Petroleo Brasileiro SA Petrobras Max Drawdown (5Y): 75.14% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 75.14% |
| February 29, 2024 | 75.14% |
| January 31, 2024 | 75.14% |
| December 31, 2023 | 75.14% |
| November 30, 2023 | 75.14% |
| October 31, 2023 | 75.14% |
| September 30, 2023 | 75.14% |
| August 31, 2023 | 75.14% |
| July 31, 2023 | 75.14% |
| June 30, 2023 | 75.14% |
| May 31, 2023 | 75.14% |
| April 30, 2023 | 75.14% |
| March 31, 2023 | 75.14% |
| February 28, 2023 | 75.14% |
| January 31, 2023 | 75.14% |
| December 31, 2022 | 75.14% |
| November 30, 2022 | 75.14% |
| October 31, 2022 | 75.14% |
| September 30, 2022 | 75.14% |
| August 31, 2022 | 75.14% |
| July 31, 2022 | 75.14% |
| June 30, 2022 | 75.14% |
| May 31, 2022 | 75.14% |
| April 30, 2022 | 75.14% |
| March 31, 2022 | 75.14% |
| Date | Value |
|---|---|
| February 28, 2022 | 75.14% |
| January 31, 2022 | 75.14% |
| December 31, 2021 | 75.14% |
| November 30, 2021 | 75.14% |
| October 31, 2021 | 75.14% |
| September 30, 2021 | 75.14% |
| August 31, 2021 | 75.14% |
| July 31, 2021 | 75.14% |
| June 30, 2021 | 75.14% |
| May 31, 2021 | 75.14% |
| April 30, 2021 | 77.38% |
| March 31, 2021 | 80.54% |
| February 28, 2021 | 81.50% |
| January 31, 2021 | 83.50% |
| December 31, 2020 | 85.08% |
| November 30, 2020 | 91.97% |
| October 31, 2020 | 92.28% |
| September 30, 2020 | 92.28% |
| August 31, 2020 | 92.28% |
| July 31, 2020 | 92.28% |
| June 30, 2020 | 92.28% |
| May 31, 2020 | 92.28% |
| April 30, 2020 | 92.28% |
| March 31, 2020 | 92.28% |
| February 29, 2020 | 92.28% |
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
75.14%
Minimum
May 2021
92.28%
Maximum
Apr 2019
81.39%
Average
75.14%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Sunoco LP | 62.95% |
| Archrock Inc | 87.09% |
| Energy Transfer LP | 81.50% |
| Ecopetrol SA | 73.56% |
| Exxon Mobil Corp | 61.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.226 |
| Beta (5Y) | 1.478 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.20% |
| Historical Sharpe Ratio (5Y) | 0.3149 |
| Historical Sortino (5Y) | 0.4069 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.16% |