Cydsa SAB de CV (CDSAF)
0.62
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Cydsa Max Drawdown (5Y): 60.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.78% |
| March 31, 2024 | 60.78% |
| February 29, 2024 | 60.78% |
| January 31, 2024 | 60.78% |
| December 31, 2023 | 60.78% |
| November 30, 2023 | 60.78% |
| October 31, 2023 | 60.78% |
| September 30, 2023 | 60.78% |
| August 31, 2023 | 60.78% |
| July 31, 2023 | 60.78% |
| June 30, 2023 | 60.78% |
| May 31, 2023 | 60.78% |
| April 30, 2023 | 60.78% |
| March 31, 2023 | 60.78% |
| February 28, 2023 | 60.78% |
| January 31, 2023 | 60.78% |
| December 31, 2022 | 60.78% |
| November 30, 2022 | 60.78% |
| October 31, 2022 | 60.78% |
| September 30, 2022 | 60.78% |
| August 31, 2022 | 60.78% |
| July 31, 2022 | 60.78% |
| June 30, 2022 | 60.78% |
| May 31, 2022 | 60.78% |
| April 30, 2022 | 60.78% |
| Date | Value |
|---|---|
| March 31, 2022 | 60.78% |
| February 28, 2022 | 60.78% |
| January 31, 2022 | 60.78% |
| December 31, 2021 | 60.78% |
| November 30, 2021 | 60.78% |
| October 31, 2021 | 60.78% |
| September 30, 2021 | 60.78% |
| August 31, 2021 | 60.78% |
| July 31, 2021 | 60.78% |
| June 30, 2021 | 60.78% |
| May 31, 2021 | 60.78% |
| April 30, 2021 | 57.61% |
| March 31, 2021 | 56.79% |
| February 28, 2021 | 56.79% |
| January 31, 2021 | 56.79% |
| December 31, 2020 | 56.79% |
| November 30, 2020 | 56.79% |
| October 31, 2020 | 56.79% |
| September 30, 2020 | 56.79% |
| August 31, 2020 | 56.79% |
| July 31, 2020 | 56.79% |
| June 30, 2020 | 56.79% |
| May 31, 2020 | 56.79% |
| April 30, 2020 | 56.79% |
| March 31, 2020 | 56.79% |
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
56.79%
Minimum
May 2019
60.78%
Maximum
May 2021
59.20%
Average
60.78%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Cemex SAB de CV | 83.71% |
| Grupo Simec SAB de CV | 58.87% |
| GCC SAB de CV | 31.52% |
| Vitro SAB de CV | 99.52% |
| Corporacion Moctezuma SAB de CV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.32 |
| Beta (5Y) | -0.2099 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.06% |
| Historical Sharpe Ratio (5Y) | -0.545 |
| Historical Sortino (5Y) | -0.6574 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.65% |