Companhia Energética de Minas Gerais SA (CIG)
2.385
+0.24
(+10.93%)
USD |
NYSE |
Oct 05, 10:28
Companhia Energética de Minas Gerais Max Drawdown (5Y) : 28.63% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 28.63% |
| August 31, 2026 | 28.63% |
| July 31, 2026 | 31.55% |
| June 30, 2026 | 31.55% |
| May 31, 2026 | 31.55% |
| April 30, 2026 | 31.55% |
| March 31, 2026 | 41.13% |
| February 28, 2026 | 45.00% |
| January 31, 2026 | 45.00% |
| December 31, 2025 | 45.00% |
| November 30, 2025 | 45.00% |
| October 31, 2025 | 49.59% |
| September 30, 2025 | 50.41% |
| August 31, 2025 | 50.41% |
| July 31, 2025 | 50.41% |
| June 30, 2025 | 50.41% |
| May 31, 2025 | 50.41% |
| April 30, 2025 | 65.75% |
| March 31, 2025 | 65.75% |
| February 28, 2025 | 65.75% |
| January 31, 2025 | 65.75% |
| December 31, 2024 | 65.75% |
| November 30, 2024 | 65.75% |
| October 31, 2024 | 65.75% |
| September 30, 2024 | 65.75% |
| Date | Value |
|---|---|
| August 31, 2024 | 65.75% |
| July 31, 2024 | 65.75% |
| June 30, 2024 | 65.75% |
| May 31, 2024 | 65.75% |
| April 30, 2024 | 65.75% |
| March 31, 2024 | 65.75% |
| February 29, 2024 | 65.75% |
| January 31, 2024 | 65.75% |
| December 31, 2023 | 65.75% |
| November 30, 2023 | 65.75% |
| October 31, 2023 | 65.75% |
| September 30, 2023 | 74.30% |
| August 31, 2023 | 75.96% |
| July 31, 2023 | 75.96% |
| June 30, 2023 | 75.96% |
| May 31, 2023 | 75.96% |
| April 30, 2023 | 75.96% |
| March 31, 2023 | 75.96% |
| February 28, 2023 | 75.96% |
| January 31, 2023 | 75.96% |
| December 31, 2022 | 75.96% |
| November 30, 2022 | 75.96% |
| October 31, 2022 | 75.96% |
| September 30, 2022 | 75.96% |
| August 31, 2022 | 75.96% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Light SA | 99.81% |
| Companhia Paranaense de Energia | -- |
| American Electric Power Co., Inc. | 29.55% |
| Duke Energy Corp. | 24.16% |
| Empresa Distribuidora y Comercializadora Norte SA | 93.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.749 |
| Beta (5Y) | 0.7464 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.14% |
| Historical Sharpe Ratio (5Y) | 0.5357 |
| Historical Sortino (5Y) | 1.066 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.52% |