Cia Energetica DE Minas Gerais - Cemig (CIG)
2.065
+0.10
(+5.36%)
USD |
NYSE |
Nov 14, 16:00
2.05
-0.02
(-0.73%)
After-Hours: 16:55
Cia Energetica DE Minas Gerais - Cemig Max Drawdown (5Y): 65.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 65.72% |
September 30, 2024 | 65.72% |
August 31, 2024 | 65.72% |
July 31, 2024 | 65.72% |
June 30, 2024 | 65.72% |
May 31, 2024 | 65.72% |
April 30, 2024 | 65.72% |
March 31, 2024 | 65.72% |
February 29, 2024 | 65.72% |
January 31, 2024 | 65.72% |
December 31, 2023 | 65.72% |
November 30, 2023 | 65.72% |
October 31, 2023 | 65.72% |
September 30, 2023 | 65.72% |
August 31, 2023 | 65.72% |
July 31, 2023 | 71.88% |
June 30, 2023 | 75.81% |
May 31, 2023 | 75.81% |
April 30, 2023 | 75.81% |
March 31, 2023 | 75.81% |
February 28, 2023 | 75.81% |
January 31, 2023 | 75.81% |
December 31, 2022 | 75.81% |
November 30, 2022 | 75.81% |
October 31, 2022 | 75.81% |
Date | Value |
---|---|
September 30, 2022 | 75.81% |
August 31, 2022 | 75.81% |
July 31, 2022 | 75.81% |
June 30, 2022 | 75.81% |
May 31, 2022 | 75.81% |
April 30, 2022 | 75.81% |
March 31, 2022 | 75.81% |
February 28, 2022 | 75.81% |
January 31, 2022 | 75.81% |
December 31, 2021 | 75.81% |
November 30, 2021 | 75.81% |
October 31, 2021 | 75.81% |
September 30, 2021 | 75.81% |
August 31, 2021 | 75.81% |
July 31, 2021 | 75.81% |
June 30, 2021 | 75.81% |
May 31, 2021 | 75.81% |
April 30, 2021 | 75.81% |
March 31, 2021 | 79.70% |
February 28, 2021 | 80.51% |
January 31, 2021 | 80.51% |
December 31, 2020 | 80.51% |
November 30, 2020 | 82.58% |
October 31, 2020 | 86.68% |
September 30, 2020 | 86.68% |
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
65.72%
Minimum
Aug 2023
86.68%
Maximum
Nov 2019
75.81%
Average
75.81%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Centrais Eletricas Brasileiras SA | 72.74% |
Cia Paranaense De Energia Copel | 53.34% |
Companhia De Saneamento Basico Do Estado De Sao Paulo | 61.91% |
ENGIE Brasil Energia SA | 60.49% |
Light SA | 96.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.747 |
Beta (5Y) | 1.285 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.18% |
Historical Sharpe Ratio (5Y) | 0.2296 |
Historical Sortino (5Y) | 0.3461 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.34% |