Companhia Siderurgica Nacional (SID)
2.72
-0.03
(-1.09%)
USD |
NYSE |
Apr 18, 16:00
2.73
+0.01
(+0.37%)
After-Hours: 20:00
Companhia Siderurgica Nacional Max Drawdown (5Y): 76.62% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 76.62% |
| February 29, 2024 | 76.62% |
| January 31, 2024 | 76.62% |
| December 31, 2023 | 76.62% |
| November 30, 2023 | 76.62% |
| October 31, 2023 | 76.62% |
| September 30, 2023 | 76.62% |
| August 31, 2023 | 76.62% |
| July 31, 2023 | 76.62% |
| June 30, 2023 | 76.62% |
| May 31, 2023 | 76.62% |
| April 30, 2023 | 76.62% |
| March 31, 2023 | 76.62% |
| February 28, 2023 | 76.62% |
| January 31, 2023 | 76.62% |
| December 31, 2022 | 76.62% |
| November 30, 2022 | 76.62% |
| October 31, 2022 | 76.62% |
| September 30, 2022 | 76.62% |
| August 31, 2022 | 76.62% |
| July 31, 2022 | 76.62% |
| June 30, 2022 | 76.62% |
| May 31, 2022 | 76.62% |
| April 30, 2022 | 76.62% |
| March 31, 2022 | 76.62% |
| Date | Value |
|---|---|
| February 28, 2022 | 76.62% |
| January 31, 2022 | 76.62% |
| December 31, 2021 | 76.62% |
| November 30, 2021 | 76.62% |
| October 31, 2021 | 76.62% |
| September 30, 2021 | 76.62% |
| August 31, 2021 | 76.62% |
| July 31, 2021 | 76.62% |
| June 30, 2021 | 76.62% |
| May 31, 2021 | 76.62% |
| April 30, 2021 | 76.62% |
| March 31, 2021 | 77.10% |
| February 28, 2021 | 78.66% |
| January 31, 2021 | 81.17% |
| December 31, 2020 | 84.88% |
| November 30, 2020 | 92.14% |
| October 31, 2020 | 94.20% |
| September 30, 2020 | 94.20% |
| August 31, 2020 | 94.20% |
| July 31, 2020 | 94.20% |
| June 30, 2020 | 94.20% |
| May 31, 2020 | 94.28% |
| April 30, 2020 | 94.28% |
| March 31, 2020 | 94.28% |
| February 29, 2020 | 94.28% |
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
76.62%
Minimum
Apr 2021
94.28%
Maximum
Apr 2019
82.72%
Average
76.62%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Braskem SA | 87.21% |
| Vale SA | 57.88% |
| Atlas Lithium Corp | 100.00% |
| Suzano SA | 65.06% |
| Lavoro Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.21 |
| Beta (5Y) | 1.988 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.92% |
| Historical Sharpe Ratio (5Y) | -0.0039 |
| Historical Sortino (5Y) | -0.0065 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.78% |