Companhia Siderurgica Nacional (SID)
1.235
+0.08
(+6.47%)
USD |
NYSE |
Oct 05, 16:00
1.235
0.00 (0.00%)
After-Hours: 16:28
Companhia Siderurgica Nacional Max Drawdown (5Y) : 85.81% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 85.81% |
| August 31, 2026 | 85.81% |
| July 31, 2026 | 85.81% |
| June 30, 2026 | 85.61% |
| May 31, 2026 | 83.19% |
| April 30, 2026 | 83.19% |
| March 31, 2026 | 83.19% |
| February 28, 2026 | 81.07% |
| January 31, 2026 | 81.07% |
| December 31, 2025 | 81.07% |
| November 30, 2025 | 81.07% |
| October 31, 2025 | 81.07% |
| September 30, 2025 | 81.07% |
| August 31, 2025 | 81.07% |
| July 31, 2025 | 80.31% |
| June 30, 2025 | 80.31% |
| May 31, 2025 | 80.31% |
| April 30, 2025 | 80.31% |
| March 31, 2025 | 80.31% |
| February 28, 2025 | 80.31% |
| January 31, 2025 | 80.31% |
| December 31, 2024 | 78.19% |
| November 30, 2024 | 76.62% |
| October 31, 2024 | 76.62% |
| September 30, 2024 | 76.62% |
| Date | Value |
|---|---|
| August 31, 2024 | 76.62% |
| July 31, 2024 | 76.62% |
| June 30, 2024 | 76.62% |
| May 31, 2024 | 76.62% |
| April 30, 2024 | 76.62% |
| 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% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Commercial Metals Co. | 37.63% |
| Nucor Corp. | 47.80% |
| Vale SA | 49.86% |
| ArcelorMittal SA | 46.01% |
| Ampco-Pittsburgh Corp. | 91.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.10 |
| Beta (5Y) | 1.558 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.07% |
| Historical Sharpe Ratio (5Y) | -0.49 |
| Historical Sortino (5Y) | -0.8545 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.13% |