Gerdau SA (GGB)
3.49
-0.07
(-1.97%)
USD |
NYSE |
Apr 25, 16:00
3.51
+0.02
(+0.57%)
Pre-Market: 20:00
Gerdau Max Drawdown (5Y): 67.56% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 67.56% |
| August 31, 2022 | 67.56% |
| July 31, 2022 | 67.56% |
| June 30, 2022 | 67.56% |
| May 31, 2022 | 67.56% |
| April 30, 2022 | 68.09% |
| March 31, 2022 | 72.64% |
| Date | Value |
|---|---|
| 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 | 72.64% |
| August 31, 2021 | 72.64% |
| July 31, 2021 | 72.95% |
| June 30, 2021 | 74.37% |
| May 31, 2021 | 77.36% |
| April 30, 2021 | 82.29% |
| March 31, 2021 | 84.11% |
| February 28, 2021 | 84.51% |
| January 31, 2021 | 84.51% |
| December 31, 2020 | 87.77% |
| November 30, 2020 | 91.99% |
| October 31, 2020 | 93.10% |
| September 30, 2020 | 93.10% |
| August 31, 2020 | 93.10% |
| July 31, 2020 | 93.10% |
| June 30, 2020 | 93.10% |
| May 31, 2020 | 93.10% |
| April 30, 2020 | 93.10% |
| March 31, 2020 | 93.10% |
| February 29, 2020 | 93.10% |
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
May 2022
93.10%
Maximum
Apr 2019
78.53%
Average
72.64%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Vale SA | 57.88% |
| Braskem SA | 87.21% |
| Atlas Lithium Corp | 100.00% |
| Suzano SA | 65.06% |
| Lavoro Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.60 |
| Beta (5Y) | 1.73 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.41% |
| Historical Sharpe Ratio (5Y) | 0.1818 |
| Historical Sortino (5Y) | 0.2409 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.47% |