Weg SA (WEGZY)
7.67
-0.05
(-0.65%)
USD |
OTCM |
May 16, 16:01
Weg Max Drawdown (5Y): 63.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 63.52% |
| March 31, 2024 | 65.28% |
| February 29, 2024 | 65.28% |
| January 31, 2024 | 65.28% |
| December 31, 2023 | 65.28% |
| November 30, 2023 | 65.28% |
| October 31, 2023 | 65.28% |
| September 30, 2023 | 65.28% |
| August 31, 2023 | 65.28% |
| July 31, 2023 | 65.28% |
| June 30, 2023 | 65.28% |
| May 31, 2023 | 65.28% |
| April 30, 2023 | 65.28% |
| March 31, 2023 | 65.28% |
| February 28, 2023 | 65.28% |
| January 31, 2023 | 65.28% |
| December 31, 2022 | 65.28% |
| November 30, 2022 | 65.28% |
| October 31, 2022 | 65.28% |
| September 30, 2022 | 65.28% |
| August 31, 2022 | 65.28% |
| July 31, 2022 | 65.28% |
| June 30, 2022 | 65.28% |
| May 31, 2022 | 65.28% |
| April 30, 2022 | 65.28% |
| Date | Value |
|---|---|
| March 31, 2022 | 65.28% |
| February 28, 2022 | 65.28% |
| January 31, 2022 | 65.28% |
| December 31, 2021 | 65.28% |
| November 30, 2021 | 66.90% |
| October 31, 2021 | 66.90% |
| September 30, 2021 | 66.90% |
| August 31, 2021 | 68.87% |
| July 31, 2021 | 68.87% |
| June 30, 2021 | 68.87% |
| May 31, 2021 | 74.06% |
| April 30, 2021 | 74.06% |
| March 31, 2021 | 74.06% |
| February 28, 2021 | 74.06% |
| January 31, 2021 | 74.06% |
| December 31, 2020 | 74.06% |
| November 30, 2020 | 74.06% |
| October 31, 2020 | 74.06% |
| September 30, 2020 | 74.06% |
| August 31, 2020 | 74.06% |
| July 31, 2020 | 74.06% |
| June 30, 2020 | 74.06% |
| May 31, 2020 | 74.06% |
| April 30, 2020 | 74.06% |
| March 31, 2020 | 74.06% |
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
63.52%
Minimum
Apr 2024
74.06%
Maximum
May 2019
69.17%
Average
66.90%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Embraer SA | 86.37% |
| Gol Linhas Aereas Inteligentes SA | 97.55% |
| Localiza Rent A Car SA | 66.46% |
| Azul SA | 91.20% |
| Ambipar Emergency Response | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.80 |
| Beta (5Y) | 1.584 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.21% |
| Historical Sharpe Ratio (5Y) | 0.506 |
| Historical Sortino (5Y) | 0.9063 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.62% |