Cia Energetica DE Minas Gerais - Cemig (CIG)
2.46
-0.01
(-0.40%)
USD |
NYSE |
Apr 24, 16:00
2.45
-0.01
(-0.41%)
Pre-Market: 20:00
Cia Energetica DE Minas Gerais - Cemig Max Drawdown (5Y): 65.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 76.89% |
| August 31, 2021 | 76.89% |
| July 31, 2021 | 76.89% |
| June 30, 2021 | 76.89% |
| May 31, 2021 | 76.89% |
| April 30, 2021 | 76.89% |
| March 31, 2021 | 83.33% |
| February 28, 2021 | 84.00% |
| January 31, 2021 | 84.00% |
| December 31, 2020 | 84.00% |
| November 30, 2020 | 85.69% |
| October 31, 2020 | 89.06% |
| September 30, 2020 | 89.06% |
| August 31, 2020 | 89.06% |
| July 31, 2020 | 89.06% |
| June 30, 2020 | 89.06% |
| May 31, 2020 | 89.06% |
| April 30, 2020 | 89.06% |
| March 31, 2020 | 89.06% |
| February 29, 2020 | 89.06% |
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
65.72%
Minimum
Aug 2023
89.06%
Maximum
Apr 2019
79.40%
Average
76.35%
Median
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 | 96.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.559 |
| Beta (5Y) | 1.215 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.52% |
| Historical Sharpe Ratio (5Y) | 0.1747 |
| Historical Sortino (5Y) | 0.2734 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.34% |