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Itau Unibanco Holding SA
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8.435USD
+0.235+2.87%
Market hours 09/21, 15:54（ET）
45.58BMarket Cap
11.21P/E TTM
Risk Assessment
Currency: USD Updated: 2026-09-18Beta vs S&P 500 index
0.59
VaR
+3.24%
240-Day Maximum Drawdown
+25.08%
240-Day Volatility
+32.56%
Return
Best Daily Return
60 days
+5.21%
120 days
+6.48%
5 years
+10.91%
Worst Daily Return
60 days
-4.82%
120 days
-4.82%
5 years
-7.86%
Sharpe Ratio
60 days
+0.59
120 days
+0.35
5 years
+0.83
Risk Assessment
Maximum Drawdown
240 days
+25.08%
3 years
+32.64%
5 years
+32.64%
Return-to-Drawdown Ratio
240 days
+0.57
3 years
+0.62
5 years
+0.76
Skewness
240 days
+0.01
3 years
+0.01
5 years
+0.03
Volatility
Realised Volatility
240 days
+32.56%
5 years
+32.19%
Standardised True Range
240 days
+2.62%
5 years
+1.86%
Downside Risk-Adjusted Return
120 days
+66.89%
240 days
+66.89%
Maximum Daily Upside Volatility
60 days
+24.10%
Maximum Daily Downside Volatility
60 days
+21.78%
Liquidity
Average Turnover Rate
60 days
+0.20%
120 days
+0.20%
5 years
--
Turnover Deviation
20 days
-11.24%
60 days
-16.56%
120 days
-13.30%