Petroleo Brasileiro SA Petrobras (PBR)
14.14
-0.14
(-0.95%)
USD |
NYSE |
Nov 21, 16:00
14.15
0.00 (0.00%)
After-Hours: 17:14
Petroleo Brasileiro SA Petrobras Max Drawdown (5Y): 75.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.14% |
| September 30, 2024 | 75.14% |
| August 31, 2024 | 75.14% |
| July 31, 2024 | 75.14% |
| June 30, 2024 | 75.14% |
| May 31, 2024 | 75.14% |
| April 30, 2024 | 75.14% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 78.58% |
| May 31, 2021 | 82.47% |
| April 30, 2021 | 82.47% |
| March 31, 2021 | 85.72% |
| February 28, 2021 | 90.48% |
| January 31, 2021 | 92.33% |
| December 31, 2020 | 92.33% |
| November 30, 2020 | 92.33% |
| October 31, 2020 | 92.33% |
| September 30, 2020 | 92.33% |
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
Jul 2021
92.33%
Maximum
Nov 2019
80.17%
Average
75.14%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| TechnipFMC PLC | 87.17% |
| Ecopetrol SA | 73.56% |
| VAALCO Energy Inc | 78.20% |
| Shell PLC | 67.23% |
| Chevron Corp | 55.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.259 |
| Beta (5Y) | 1.405 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.03% |
| Historical Sharpe Ratio (5Y) | 0.2939 |
| Historical Sortino (5Y) | 0.3835 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.03% |