Nexa Resources SA (NEXA)
7.58
-0.04
(-0.52%)
USD |
NYSE |
Nov 22, 11:21
Nexa Resources Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| Ternium SA | 74.96% |
| ArcelorMittal SA | 81.10% |
| Aperam SA | 68.50% |
| Perimeter Solutions Inc | -- |
| Piedmont Lithium Inc | -- |
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% |