Centrais Eletricas Brasileiras SA (EBR)
7.24
-0.03
(-0.41%)
USD |
NYSE |
Apr 18, 16:00
7.24
0.00 (0.00%)
After-Hours: 20:00
Centrais Eletricas Brasileiras Max Drawdown (5Y): 72.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 72.74% |
| February 29, 2024 | 72.74% |
| January 31, 2024 | 72.74% |
| December 31, 2023 | 72.74% |
| November 30, 2023 | 72.74% |
| October 31, 2023 | 72.74% |
| September 30, 2023 | 72.74% |
| August 31, 2023 | 72.74% |
| July 31, 2023 | 72.74% |
| June 30, 2023 | 72.74% |
| May 31, 2023 | 72.74% |
| April 30, 2023 | 72.74% |
| March 31, 2023 | 72.74% |
| February 28, 2023 | 72.74% |
| January 31, 2023 | 72.74% |
| December 31, 2022 | 72.74% |
| November 30, 2022 | 72.74% |
| October 31, 2022 | 72.74% |
| September 30, 2022 | 72.74% |
| August 31, 2022 | 72.74% |
| July 31, 2022 | 72.74% |
| June 30, 2022 | 72.74% |
| May 31, 2022 | 72.74% |
| April 30, 2022 | 72.74% |
| March 31, 2022 | 72.74% |
| Date | Value |
|---|---|
| February 28, 2022 | 72.74% |
| January 31, 2022 | 72.74% |
| December 31, 2021 | 72.74% |
| November 30, 2021 | 72.74% |
| October 31, 2021 | 72.74% |
| September 30, 2021 | 72.74% |
| August 31, 2021 | 72.74% |
| July 31, 2021 | 72.74% |
| June 30, 2021 | 72.74% |
| May 31, 2021 | 72.74% |
| April 30, 2021 | 72.74% |
| March 31, 2021 | 74.92% |
| February 28, 2021 | 81.53% |
| January 31, 2021 | 85.57% |
| December 31, 2020 | 85.57% |
| November 30, 2020 | 89.18% |
| October 31, 2020 | 91.06% |
| September 30, 2020 | 91.06% |
| August 31, 2020 | 91.06% |
| July 31, 2020 | 91.06% |
| June 30, 2020 | 91.06% |
| May 31, 2020 | 91.06% |
| April 30, 2020 | 91.06% |
| March 31, 2020 | 91.06% |
| February 29, 2020 | 91.06% |
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
72.74%
Minimum
Apr 2021
91.06%
Maximum
Apr 2019
79.42%
Average
72.74%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Cia Energetica DE Minas Gerais - Cemig | 65.72% |
| 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) | -13.80 |
| Beta (5Y) | 0.9882 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.60% |
| Historical Sharpe Ratio (5Y) | -0.0181 |
| Historical Sortino (5Y) | -0.0283 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.25% |