Nexa Resources SA (NEXA)
7.41
+0.02
(+0.27%)
USD |
NYSE |
May 02, 11:22
Nexa Resources Max Drawdown (5Y): 85.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 85.07% |
July 31, 2020 | 85.07% |
June 30, 2020 | 85.07% |
May 31, 2020 | 85.07% |
April 30, 2020 | 85.07% |
March 31, 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
58.27%
Minimum
May 2019
85.07%
Maximum
Mar 2020
81.18%
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 | -- |
Newmont Corp | 62.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.17 |
Beta (5Y) | 1.530 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.48% |
Historical Sharpe Ratio (5Y) | -0.1364 |
Historical Sortino (5Y) | -0.2134 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.70% |