Sigma Foods SAB de CV (ALFFF)
1.067
0.00 (0.00%)
USD |
OTCM |
Oct 02, 16:00
Sigma Foods Max Drawdown (5Y) : 57.89% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 57.89% |
| August 31, 2026 | 57.89% |
| July 31, 2026 | 57.89% |
| June 30, 2026 | 57.89% |
| May 31, 2026 | 60.12% |
| April 30, 2026 | 60.78% |
| March 31, 2026 | 72.40% |
| February 28, 2026 | 72.40% |
| January 31, 2026 | 72.40% |
| December 31, 2025 | 72.40% |
| November 30, 2025 | 72.40% |
| October 31, 2025 | 72.40% |
| September 30, 2025 | 72.40% |
| August 31, 2025 | 72.40% |
| July 31, 2025 | 72.40% |
| June 30, 2025 | 76.56% |
| May 31, 2025 | 76.56% |
| April 30, 2025 | 83.02% |
| March 31, 2025 | 86.98% |
| February 28, 2025 | 86.98% |
| January 31, 2025 | 86.98% |
| December 31, 2024 | 86.98% |
| November 30, 2024 | 86.98% |
| October 31, 2024 | 86.98% |
| September 30, 2024 | 86.98% |
| Date | Value |
|---|---|
| August 31, 2024 | 86.98% |
| July 31, 2024 | 86.98% |
| June 30, 2024 | 86.98% |
| May 31, 2024 | 86.98% |
| April 30, 2024 | 86.98% |
| March 31, 2024 | 86.98% |
| February 29, 2024 | 86.98% |
| January 31, 2024 | 86.98% |
| December 31, 2023 | 86.98% |
| November 30, 2023 | 86.98% |
| October 31, 2023 | 86.98% |
| September 30, 2023 | 86.98% |
| August 31, 2023 | 86.98% |
| July 31, 2023 | 86.98% |
| June 30, 2023 | 86.98% |
| May 31, 2023 | 86.98% |
| April 30, 2023 | 86.98% |
| March 31, 2023 | 86.98% |
| February 28, 2023 | 86.98% |
| January 31, 2023 | 86.98% |
| December 31, 2022 | 86.98% |
| November 30, 2022 | 86.98% |
| October 31, 2022 | 86.98% |
| September 30, 2022 | 86.98% |
| August 31, 2022 | 91.75% |
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
| Nomad Foods Ltd. | 67.97% |
| Del Monte Corp. | 58.81% |
| The Hain Celestial Group, Inc. | 98.99% |
| Premier Foods Plc | 38.62% |
| Mowi ASA | 56.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.722 |
| Beta (5Y) | 0.6299 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.65% |
| Historical Sharpe Ratio (5Y) | 0.1839 |
| Historical Sortino (5Y) | 0.3197 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.31% |