Nexa Resources SA (NEXA)
7.63
+0.01
(+0.13%)
USD |
NYSE |
Nov 14, 11:52
Nexa Resources Max Drawdown (5Y): 85.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.07% |
| September 30, 2024 | 85.07% |
| August 31, 2024 | 85.07% |
| July 31, 2024 | 85.07% |
| June 30, 2024 | 85.07% |
| May 31, 2024 | 85.07% |
| April 30, 2024 | 85.07% |
| March 31, 2024 | 85.07% |
| February 29, 2024 | 85.07% |
| January 31, 2024 | 85.07% |
| December 31, 2023 | 85.07% |
| November 30, 2023 | 85.07% |
| October 31, 2023 | 85.07% |
| September 30, 2023 | 85.07% |
| August 31, 2023 | 85.07% |
| July 31, 2023 | 85.07% |
| June 30, 2023 | 85.07% |
| May 31, 2023 | 85.07% |
| April 30, 2023 | 85.07% |
| March 31, 2023 | 85.07% |
| February 28, 2023 | 85.07% |
| January 31, 2023 | 85.07% |
| December 31, 2022 | 85.07% |
| November 30, 2022 | 85.07% |
| October 31, 2022 | 85.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.07% |
| August 31, 2022 | 85.07% |
| July 31, 2022 | 85.07% |
| June 30, 2022 | 85.07% |
| May 31, 2022 | 85.07% |
| April 30, 2022 | 85.07% |
| March 31, 2022 | 85.07% |
| February 28, 2022 | 85.07% |
| January 31, 2022 | 85.07% |
| December 31, 2021 | 85.07% |
| November 30, 2021 | 85.07% |
| October 31, 2021 | 85.07% |
| September 30, 2021 | 85.07% |
| August 31, 2021 | 85.07% |
| July 31, 2021 | 85.07% |
| June 30, 2021 | 85.07% |
| May 31, 2021 | 85.07% |
| April 30, 2021 | 85.07% |
| March 31, 2021 | 85.07% |
| February 28, 2021 | 85.07% |
| January 31, 2021 | 85.07% |
| December 31, 2020 | 85.07% |
| November 30, 2020 | 85.07% |
| October 31, 2020 | 85.07% |
| September 30, 2020 | 85.07% |
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
63.22%
Minimum
Nov 2019
85.07%
Maximum
Mar 2020
83.62%
Average
85.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ternium SA | 74.96% |
| ArcelorMittal SA | 81.10% |
| Aperam SA | 68.50% |
| Perimeter Solutions SA | -- |
| Piedmont Lithium Inc | 91.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.29 |
| Beta (5Y) | 1.522 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.01% |
| Historical Sharpe Ratio (5Y) | -0.0787 |
| Historical Sortino (5Y) | -0.1207 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.64% |