Vale SA (VALE)
12.16
-0.32
(-2.60%)
USD |
NYSE |
Apr 30, 16:00
12.14
-0.02
(-0.21%)
After-Hours: 19:43
Vale Max Drawdown (5Y): 57.88% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 57.88% |
| February 29, 2024 | 57.88% |
| January 31, 2024 | 57.88% |
| December 31, 2023 | 57.88% |
| November 30, 2023 | 57.88% |
| October 31, 2023 | 57.88% |
| September 30, 2023 | 57.88% |
| August 31, 2023 | 57.88% |
| July 31, 2023 | 57.88% |
| June 30, 2023 | 57.88% |
| May 31, 2023 | 57.88% |
| April 30, 2023 | 57.88% |
| March 31, 2023 | 57.88% |
| February 28, 2023 | 57.88% |
| January 31, 2023 | 57.88% |
| December 31, 2022 | 57.88% |
| November 30, 2022 | 57.88% |
| October 31, 2022 | 57.88% |
| September 30, 2022 | 57.88% |
| August 31, 2022 | 57.88% |
| July 31, 2022 | 57.88% |
| June 30, 2022 | 57.88% |
| May 31, 2022 | 57.88% |
| April 30, 2022 | 57.88% |
| March 31, 2022 | 57.88% |
| Date | Value |
|---|---|
| February 28, 2022 | 57.88% |
| January 31, 2022 | 57.88% |
| December 31, 2021 | 57.88% |
| November 30, 2021 | 57.88% |
| October 31, 2021 | 57.88% |
| September 30, 2021 | 60.72% |
| August 31, 2021 | 67.12% |
| July 31, 2021 | 73.13% |
| June 30, 2021 | 75.60% |
| May 31, 2021 | 75.60% |
| April 30, 2021 | 76.49% |
| March 31, 2021 | 80.29% |
| February 28, 2021 | 83.74% |
| January 31, 2021 | 83.74% |
| December 31, 2020 | 85.54% |
| November 30, 2020 | 91.24% |
| October 31, 2020 | 91.30% |
| September 30, 2020 | 91.30% |
| August 31, 2020 | 91.30% |
| July 31, 2020 | 91.30% |
| June 30, 2020 | 91.30% |
| May 31, 2020 | 91.30% |
| April 30, 2020 | 91.30% |
| March 31, 2020 | 91.30% |
| February 29, 2020 | 91.30% |
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
57.88%
Minimum
Oct 2021
91.30%
Maximum
Apr 2019
72.07%
Average
59.30%
Median
Max Drawdown (5Y) Benchmarks
| Rio Tinto PLC | 37.48% |
| BHP Group Ltd | 43.85% |
| Gerdau SA | 67.56% |
| Suzano SA | 65.06% |
| Lavoro Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.078 |
| Beta (5Y) | 0.9694 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.68% |
| Historical Sharpe Ratio (5Y) | 0.1306 |
| Historical Sortino (5Y) | 0.2156 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.12% |