Cemex SAB de CV (CXMSF)
0.8308
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Cemex Max Drawdown (5Y): 84.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.89% |
March 31, 2024 | 84.89% |
February 29, 2024 | 84.89% |
January 31, 2024 | 84.89% |
December 31, 2023 | 84.89% |
November 30, 2023 | 84.89% |
October 31, 2023 | 84.89% |
September 30, 2023 | 84.89% |
August 31, 2023 | 84.89% |
July 31, 2023 | 84.89% |
June 30, 2023 | 84.89% |
May 31, 2023 | 84.89% |
April 30, 2023 | 84.89% |
March 31, 2023 | 84.89% |
February 28, 2023 | 84.89% |
January 31, 2023 | 84.89% |
December 31, 2022 | 84.89% |
November 30, 2022 | 84.89% |
October 31, 2022 | 84.89% |
September 30, 2022 | 84.89% |
August 31, 2022 | 84.89% |
July 31, 2022 | 84.89% |
June 30, 2022 | 84.89% |
May 31, 2022 | 84.89% |
April 30, 2022 | 84.89% |
Date | Value |
---|---|
March 31, 2022 | 84.89% |
February 28, 2022 | 84.89% |
January 31, 2022 | 84.89% |
December 31, 2021 | 84.89% |
November 30, 2021 | 84.89% |
October 31, 2021 | 84.89% |
September 30, 2021 | 84.89% |
August 31, 2021 | 84.89% |
July 31, 2021 | 84.89% |
June 30, 2021 | 84.89% |
May 31, 2021 | 84.89% |
April 30, 2021 | 84.89% |
March 31, 2021 | 84.89% |
February 28, 2021 | 84.89% |
January 31, 2021 | 84.89% |
December 31, 2020 | 84.89% |
November 30, 2020 | 84.89% |
October 31, 2020 | 84.89% |
September 30, 2020 | 84.89% |
August 31, 2020 | 84.89% |
July 31, 2020 | 84.89% |
June 30, 2020 | 84.89% |
May 31, 2020 | 84.89% |
April 30, 2020 | 84.89% |
March 31, 2020 | 83.50% |
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
69.19%
Minimum
May 2019
84.89%
Maximum
Apr 2020
82.76%
Average
84.89%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
GCC SAB de CV | 31.52% |
Grupo Simec SAB de CV | 58.87% |
Vitro SAB de CV | 99.52% |
Corporacion Moctezuma SAB de CV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.48 |
Beta (5Y) | 1.902 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.65% |
Historical Sharpe Ratio (5Y) | 0.1961 |
Historical Sortino (5Y) | 0.298 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.50% |