Companhia De Saneamento Basico Do Estado De Sao Paulo (SBS)
15.63
0.00 (0.00%)
USD |
NYSE |
May 01, 16:00
15.63
0.00 (0.00%)
After-Hours: 20:00
Companhia De Saneamento Basico Do Estado De Sao Paulo Max Drawdown (5Y): 61.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.91% |
March 31, 2024 | 61.91% |
February 29, 2024 | 61.91% |
January 31, 2024 | 61.91% |
December 31, 2023 | 61.91% |
November 30, 2023 | 61.91% |
October 31, 2023 | 61.91% |
September 30, 2023 | 61.91% |
August 31, 2023 | 61.91% |
July 31, 2023 | 61.91% |
June 30, 2023 | 61.91% |
May 31, 2023 | 61.91% |
April 30, 2023 | 61.91% |
March 31, 2023 | 61.91% |
February 28, 2023 | 61.91% |
January 31, 2023 | 61.91% |
December 31, 2022 | 61.91% |
November 30, 2022 | 61.91% |
October 31, 2022 | 61.91% |
September 30, 2022 | 61.91% |
August 31, 2022 | 61.91% |
July 31, 2022 | 61.91% |
June 30, 2022 | 61.91% |
May 31, 2022 | 61.91% |
April 30, 2022 | 61.91% |
Date | Value |
---|---|
March 31, 2022 | 61.91% |
February 28, 2022 | 61.91% |
January 31, 2022 | 61.91% |
December 31, 2021 | 61.91% |
November 30, 2021 | 61.91% |
October 31, 2021 | 61.91% |
September 30, 2021 | 61.91% |
August 31, 2021 | 61.91% |
July 31, 2021 | 61.91% |
June 30, 2021 | 61.91% |
May 31, 2021 | 61.91% |
April 30, 2021 | 61.91% |
March 31, 2021 | 61.91% |
February 28, 2021 | 61.91% |
January 31, 2021 | 61.91% |
December 31, 2020 | 61.91% |
November 30, 2020 | 65.95% |
October 31, 2020 | 72.88% |
September 30, 2020 | 72.88% |
August 31, 2020 | 72.88% |
July 31, 2020 | 72.88% |
June 30, 2020 | 76.21% |
May 31, 2020 | 76.21% |
April 30, 2020 | 76.21% |
March 31, 2020 | 76.21% |
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
61.91%
Minimum
Dec 2020
76.21%
Maximum
May 2019
66.05%
Average
61.91%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Cia Energetica DE Minas Gerais - Cemig | 65.72% |
Centrais Eletricas Brasileiras SA | 72.74% |
Cia Paranaense De Energia Copel | 53.34% |
ENGIE Brasil Energia SA | 60.49% |
Light SA | 96.24% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.727 |
Beta (5Y) | 1.216 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.08% |
Historical Sharpe Ratio (5Y) | 0.1264 |
Historical Sortino (5Y) | 0.184 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.25% |