Alpek SAB de CV (ALPKF)
0.72
0.00 (0.00%)
USD |
OTCM |
Aug 28, 16:00
Alpek Max Drawdown (5Y) : 62.68% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 62.68% |
| June 30, 2026 | 62.68% |
| May 31, 2026 | 62.68% |
| April 30, 2026 | 62.68% |
| March 31, 2026 | 62.68% |
| February 28, 2026 | 59.92% |
| January 31, 2026 | 58.65% |
| December 31, 2025 | 58.18% |
| November 30, 2025 | 58.18% |
| October 31, 2025 | 56.50% |
| September 30, 2025 | 56.50% |
| August 31, 2025 | 56.50% |
| July 31, 2025 | 56.50% |
| June 30, 2025 | 54.55% |
| May 31, 2025 | 54.55% |
| April 30, 2025 | 67.10% |
| March 31, 2025 | 71.81% |
| February 28, 2025 | 71.81% |
| January 31, 2025 | 71.81% |
| December 31, 2024 | 71.81% |
| November 30, 2024 | 71.81% |
| October 31, 2024 | 71.81% |
| September 30, 2024 | 71.81% |
| August 31, 2024 | 71.81% |
| July 31, 2024 | 71.81% |
| Date | Value |
|---|---|
| June 30, 2024 | 71.81% |
| May 31, 2024 | 71.81% |
| April 30, 2024 | 71.81% |
| March 31, 2024 | 71.81% |
| February 29, 2024 | 71.81% |
| January 31, 2024 | 71.81% |
| December 31, 2023 | 71.81% |
| November 30, 2023 | 71.81% |
| October 31, 2023 | 71.81% |
| September 30, 2023 | 71.81% |
| August 31, 2023 | 71.81% |
| July 31, 2023 | 71.81% |
| June 30, 2023 | 71.81% |
| May 31, 2023 | 71.81% |
| April 30, 2023 | 71.81% |
| March 31, 2023 | 71.81% |
| February 28, 2023 | 71.81% |
| January 31, 2023 | 71.81% |
| December 31, 2022 | 71.81% |
| November 30, 2022 | 71.81% |
| October 31, 2022 | 71.81% |
| September 30, 2022 | 71.81% |
| August 31, 2022 | 71.81% |
| July 31, 2022 | 71.81% |
| June 30, 2022 | 71.81% |
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
| Albemarle Corp. | 83.90% |
| Core Molding Technologies, Inc. | 65.95% |
| Eastman Chemical Co. | 49.36% |
| Grupo SIMEC SAB de CV | 40.14% |
| Mativ Holdings, Inc. | 88.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.645 |
| Beta (5Y) | -0.1199 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.92% |
| Historical Sharpe Ratio (5Y) | 0.0139 |
| Historical Sortino (5Y) | 0.0191 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.55% |