Weg SA (WEGZY)
9.26
-0.16
(-1.70%)
USD |
OTCM |
Nov 21, 16:00
Weg Max Drawdown (5Y): 63.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.52% |
| September 30, 2024 | 63.52% |
| August 31, 2024 | 63.52% |
| July 31, 2024 | 63.52% |
| June 30, 2024 | 63.52% |
| May 31, 2024 | 63.52% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
68.11%
Average
65.28%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| Embraer SA | 86.69% |
| Gol Linhas Aereas Inteligentes SA | 98.61% |
| Localiza Rent A Car SA | 66.46% |
| Azul SA | 95.28% |
| Ambipar Emergency Response | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.098 |
| Beta (5Y) | 1.556 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.14% |
| Historical Sharpe Ratio (5Y) | 0.4923 |
| Historical Sortino (5Y) | 0.7843 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.24% |