Companhia De Saneamento Basico Do Estado De Sao Paulo (SBS)

14.27 -0.01 (-0.07%) USD  |  NYSE  |  Dec 24, 12:47
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Companhia De Saneamento Basico Do Estado De Sao Paulo Max Drawdown (5Y): 61.91% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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 96.32%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -12.64
Beta (5Y) 1.137
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 45.90%
Historical Sharpe Ratio (5Y) 0.0555
Historical Sortino (5Y) 0.0823
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.09%