Methanex Corp (MEOH)
53.65
+0.07
(+0.13%)
USD |
NASDAQ |
May 17, 16:00
53.64
-0.01
(-0.02%)
After-Hours: 20:00
Methanex Max Drawdown (5Y): 87.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.59% |
March 31, 2024 | 87.59% |
February 29, 2024 | 87.59% |
January 31, 2024 | 87.59% |
December 31, 2023 | 87.59% |
November 30, 2023 | 87.59% |
October 31, 2023 | 87.59% |
September 30, 2023 | 87.59% |
August 31, 2023 | 87.59% |
July 31, 2023 | 87.59% |
June 30, 2023 | 87.59% |
May 31, 2023 | 87.59% |
April 30, 2023 | 87.59% |
March 31, 2023 | 87.59% |
February 28, 2023 | 87.59% |
January 31, 2023 | 87.59% |
December 31, 2022 | 87.59% |
November 30, 2022 | 87.59% |
October 31, 2022 | 87.59% |
September 30, 2022 | 87.59% |
August 31, 2022 | 87.59% |
July 31, 2022 | 87.59% |
June 30, 2022 | 87.59% |
May 31, 2022 | 87.59% |
April 30, 2022 | 87.59% |
Date | Value |
---|---|
March 31, 2022 | 87.59% |
February 28, 2022 | 87.59% |
January 31, 2022 | 87.59% |
December 31, 2021 | 87.59% |
November 30, 2021 | 87.59% |
October 31, 2021 | 87.59% |
September 30, 2021 | 87.59% |
August 31, 2021 | 87.59% |
July 31, 2021 | 87.59% |
June 30, 2021 | 87.59% |
May 31, 2021 | 87.59% |
April 30, 2021 | 87.59% |
March 31, 2021 | 87.59% |
February 28, 2021 | 87.59% |
January 31, 2021 | 87.59% |
December 31, 2020 | 87.59% |
November 30, 2020 | 87.59% |
October 31, 2020 | 87.59% |
September 30, 2020 | 87.59% |
August 31, 2020 | 87.59% |
July 31, 2020 | 87.59% |
June 30, 2020 | 87.59% |
May 31, 2020 | 87.59% |
April 30, 2020 | 87.59% |
March 31, 2020 | 87.59% |
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
66.48%
Minimum
May 2019
87.59%
Maximum
Mar 2020
84.07%
Average
87.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Lotus Bio-Technology Development Corp | 99.78% |
Dow Inc | 60.83% |
Green Plains Inc | 86.50% |
REX American Resources Corp | 65.51% |
United States Steel Corp | 89.15% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.13 |
Beta (5Y) | 1.475 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.24% |
Historical Sharpe Ratio (5Y) | -0.0496 |
Historical Sortino (5Y) | -0.0677 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.86% |