Elamex SA de CV (ELAMF)
2.15
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Elamex Max Drawdown (5Y): 80.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 80.82% |
| March 31, 2024 | 63.18% |
| February 29, 2024 | 63.18% |
| January 31, 2024 | 63.18% |
| December 31, 2023 | 63.18% |
| November 30, 2023 | 63.18% |
| October 31, 2023 | 63.18% |
| September 30, 2023 | 63.33% |
| August 31, 2023 | 63.33% |
| July 31, 2023 | 66.67% |
| June 30, 2023 | 66.67% |
| May 31, 2023 | 66.67% |
| April 30, 2023 | 66.67% |
| March 31, 2023 | 66.67% |
| February 28, 2023 | 68.33% |
| January 31, 2023 | 73.33% |
| December 31, 2022 | 73.33% |
| November 30, 2022 | 73.33% |
| October 31, 2022 | 80.00% |
| September 30, 2022 | 81.33% |
| August 31, 2022 | 81.33% |
| July 31, 2022 | 81.33% |
| June 30, 2022 | 81.33% |
| May 31, 2022 | 81.33% |
| April 30, 2022 | 81.33% |
| Date | Value |
|---|---|
| March 31, 2022 | 81.33% |
| February 28, 2022 | 81.33% |
| January 31, 2022 | 81.33% |
| December 31, 2021 | 81.33% |
| November 30, 2021 | 81.33% |
| October 31, 2021 | 82.00% |
| September 30, 2021 | 83.67% |
| August 31, 2021 | 83.67% |
| July 31, 2021 | 83.67% |
| June 30, 2021 | 83.67% |
| May 31, 2021 | 83.67% |
| April 30, 2021 | 83.67% |
| March 31, 2021 | 83.67% |
| February 28, 2021 | 83.67% |
| January 31, 2021 | 83.67% |
| December 31, 2020 | 83.67% |
| November 30, 2020 | 83.67% |
| October 31, 2020 | 83.67% |
| September 30, 2020 | 83.67% |
| August 31, 2020 | 83.67% |
| July 31, 2020 | 83.67% |
| June 30, 2020 | 83.67% |
| May 31, 2020 | 83.67% |
| April 30, 2020 | 83.67% |
| March 31, 2020 | 83.67% |
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
63.18%
Minimum
Oct 2023
83.67%
Maximum
May 2019
78.19%
Average
81.67%
Median
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| Bridgford Foods Corp | 71.79% |
| The Hain Celestial Group Inc | 88.02% |
| Better Choice Co Inc | 99.85% |
| Laird Superfood Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.14 |
| Beta (5Y) | 0.2583 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.37% |
| Historical Sharpe Ratio (5Y) | -0.3707 |
| Historical Sortino (5Y) | -0.6121 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.57% |