Usinas Siderurgicas de Minas Gerais SA (USNZY)
1.56
-0.03
(-1.89%)
USD |
OTCM |
May 06, 16:00
Usinas Siderurgicas de Minas Gerais Max Drawdown (5Y): 81.17% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 81.17% |
| March 31, 2024 | 81.17% |
| February 29, 2024 | 81.17% |
| January 31, 2024 | 81.17% |
| December 31, 2023 | 81.17% |
| November 30, 2023 | 81.17% |
| October 31, 2023 | 81.17% |
| September 30, 2023 | 81.17% |
| August 31, 2023 | 81.17% |
| July 31, 2023 | 81.17% |
| June 30, 2023 | 81.17% |
| May 31, 2023 | 81.17% |
| April 30, 2023 | 81.17% |
| March 31, 2023 | 81.17% |
| February 28, 2023 | 81.17% |
| January 31, 2023 | 81.17% |
| December 31, 2022 | 81.17% |
| November 30, 2022 | 81.17% |
| October 31, 2022 | 81.17% |
| September 30, 2022 | 81.17% |
| August 31, 2022 | 81.17% |
| July 31, 2022 | 81.17% |
| June 30, 2022 | 81.17% |
| May 31, 2022 | 81.17% |
| April 30, 2022 | 81.17% |
| Date | Value |
|---|---|
| March 31, 2022 | 82.15% |
| February 28, 2022 | 82.15% |
| January 31, 2022 | 82.15% |
| December 31, 2021 | 82.15% |
| November 30, 2021 | 82.15% |
| October 31, 2021 | 82.63% |
| September 30, 2021 | 85.43% |
| August 31, 2021 | 85.43% |
| July 31, 2021 | 85.97% |
| June 30, 2021 | 86.37% |
| May 31, 2021 | 86.57% |
| April 30, 2021 | 91.98% |
| March 31, 2021 | 94.15% |
| February 28, 2021 | 94.53% |
| January 31, 2021 | 95.63% |
| December 31, 2020 | 96.25% |
| November 30, 2020 | 98.39% |
| October 31, 2020 | 98.39% |
| September 30, 2020 | 98.39% |
| August 31, 2020 | 98.39% |
| July 31, 2020 | 98.39% |
| June 30, 2020 | 98.39% |
| May 31, 2020 | 98.39% |
| April 30, 2020 | 98.39% |
| March 31, 2020 | 98.39% |
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
81.17%
Minimum
Apr 2022
98.39%
Maximum
May 2019
88.24%
Average
82.39%
Median
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) | -25.43 |
| Beta (5Y) | 1.859 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.82% |
| Historical Sharpe Ratio (5Y) | -0.0801 |
| Historical Sortino (5Y) | -0.1219 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.34% |