Companhia de Saneamento Basico do Estado de Sao Paulo SABESP (SBS)
23.17
-0.37
(-1.57%)
USD |
NYSE |
Jan 13, 13:48
Companhia de Saneamento Basico do Estado de Sao Paulo SABESP Max Drawdown (5Y): 59.55% for Dec. 31, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Companhia Energética de Minas Gerais SA | 45.00% |
| AXIA Energia SA | 54.93% |
| ENGIE Brasil Energia SA | 62.81% |
| Light SA | 96.24% |
| Companhia Paranaense de Energia | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.32 |
| Beta (5Y) | 0.8070 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.94% |
| Historical Sharpe Ratio (5Y) | 0.7092 |
| Historical Sortino (5Y) | 1.454 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.56% |