Usinas Siderurgicas de Minas Gerais SA-Usiminas (USNZY)
1.45
-0.01
(-0.68%)
USD |
OTCM |
Oct 08, 16:00
Usinas Siderurgicas de Minas Gerais SA-Usiminas Max Drawdown (5Y) : 79.04% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 79.04% |
| August 31, 2026 | 79.04% |
| July 31, 2026 | 79.04% |
| June 30, 2026 | 79.04% |
| May 31, 2026 | 79.04% |
| April 30, 2026 | 79.04% |
| March 31, 2026 | 79.04% |
| February 28, 2026 | 79.04% |
| January 31, 2026 | 79.04% |
| December 31, 2025 | 79.04% |
| November 30, 2025 | 79.04% |
| October 31, 2025 | 79.04% |
| September 30, 2025 | 79.04% |
| August 31, 2025 | 79.04% |
| July 31, 2025 | 78.54% |
| June 30, 2025 | 77.96% |
| May 31, 2025 | 77.38% |
| April 30, 2025 | 78.94% |
| March 31, 2025 | 81.17% |
| February 28, 2025 | 81.17% |
| January 31, 2025 | 81.17% |
| December 31, 2024 | 81.17% |
| November 30, 2024 | 81.17% |
| October 31, 2024 | 81.17% |
| September 30, 2024 | 81.17% |
| Date | Value |
|---|---|
| August 31, 2024 | 81.17% |
| July 31, 2024 | 81.17% |
| June 30, 2024 | 81.17% |
| May 31, 2024 | 81.17% |
| 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% |
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
| Gerdau SA | 51.23% |
| Braskem S.A. - ADR | 93.70% |
| Companhia Siderurgica Nacional | 85.81% |
| Steel Dynamics, Inc. | 32.20% |
| Vale SA | 49.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.07 |
| Beta (5Y) | 1.439 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.22% |
| Historical Sharpe Ratio (5Y) | -0.3174 |
| Historical Sortino (5Y) | -0.5835 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.53% |