Gerdau SA (GGB)
3.445
+0.06
(+1.62%)
USD |
NYSE |
Nov 25, 14:06
Gerdau Max Drawdown (5Y): 67.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.56% |
| September 30, 2024 | 67.56% |
| August 31, 2024 | 67.56% |
| July 31, 2024 | 67.56% |
| June 30, 2024 | 67.56% |
| May 31, 2024 | 67.56% |
| April 30, 2024 | 67.56% |
| March 31, 2024 | 67.56% |
| February 29, 2024 | 67.56% |
| January 31, 2024 | 67.56% |
| December 31, 2023 | 67.56% |
| November 30, 2023 | 67.56% |
| October 31, 2023 | 67.56% |
| September 30, 2023 | 67.56% |
| August 31, 2023 | 67.56% |
| July 31, 2023 | 67.56% |
| June 30, 2023 | 67.56% |
| May 31, 2023 | 67.56% |
| April 30, 2023 | 67.56% |
| March 31, 2023 | 67.56% |
| February 28, 2023 | 67.56% |
| January 31, 2023 | 67.56% |
| December 31, 2022 | 67.56% |
| November 30, 2022 | 67.56% |
| October 31, 2022 | 67.56% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.56% |
| August 31, 2022 | 67.56% |
| July 31, 2022 | 67.56% |
| June 30, 2022 | 68.09% |
| May 31, 2022 | 72.64% |
| April 30, 2022 | 72.64% |
| March 31, 2022 | 72.64% |
| February 28, 2022 | 72.64% |
| January 31, 2022 | 72.64% |
| December 31, 2021 | 72.64% |
| November 30, 2021 | 72.64% |
| October 31, 2021 | 72.64% |
| September 30, 2021 | 72.95% |
| August 31, 2021 | 74.37% |
| July 31, 2021 | 77.36% |
| June 30, 2021 | 82.29% |
| May 31, 2021 | 84.51% |
| April 30, 2021 | 84.51% |
| March 31, 2021 | 86.03% |
| February 28, 2021 | 93.07% |
| January 31, 2021 | 93.13% |
| December 31, 2020 | 94.01% |
| November 30, 2020 | 94.01% |
| October 31, 2020 | 94.01% |
| September 30, 2020 | 94.01% |
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
67.56%
Minimum
Jul 2022
94.01%
Maximum
Nov 2019
76.75%
Average
72.64%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Braskem SA | 87.21% |
| Vale SA | 57.88% |
| Atlas Lithium Corp | 99.99% |
| Suzano SA | 65.06% |
| Lavoro Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.82 |
| Beta (5Y) | 1.754 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.57% |
| Historical Sharpe Ratio (5Y) | 0.1854 |
| Historical Sortino (5Y) | 0.2415 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.01% |