Companhia De Saneamento Basico Do Estado De Sao Paulo (SBS)
20.59
+0.05
(+0.24%)
USD |
NYSE |
May 09, 16:00
20.59
0.00 (0.00%)
Pre-Market: 20:00
Companhia De Saneamento Basico Do Estado De Sao Paulo Max Drawdown (5Y): 59.55% for April 30, 2025
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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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Max Drawdown (5Y) Benchmarks
| Cia Energetica DE Minas Gerais - Cemig | 65.72% |
| Centrais Eletricas Brasileiras SA | 68.98% |
| Cia Paranaense De Energia Copel | 48.50% |
| ENGIE Brasil Energia SA | 62.79% |
| Light SA | 96.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.07 |
| Beta (5Y) | 0.8144 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.17% |
| Historical Sharpe Ratio (5Y) | 0.6321 |
| Historical Sortino (5Y) | 1.202 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.27% |