Corporación Moctezuma SAB de CV (CMZOF)
4.13
0.00 (0.00%)
USD |
OTCM |
Oct 05, 16:00
Corporación Moctezuma Max Drawdown (5Y) : 20.73% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 20.73% |
| August 31, 2026 | 20.73% |
| July 31, 2026 | 20.73% |
| June 30, 2026 | 20.73% |
| May 31, 2026 | 0.00% |
| April 30, 2026 | 0.00% |
| March 31, 2026 | 0.00% |
| February 28, 2026 | 0.00% |
| January 31, 2026 | 0.00% |
| December 31, 2025 | 5.62% |
| November 30, 2025 | 5.62% |
| October 31, 2025 | 5.62% |
| September 30, 2025 | 5.62% |
| August 31, 2025 | 5.62% |
| July 31, 2025 | 5.62% |
| June 30, 2025 | 5.62% |
| May 31, 2025 | 8.65% |
| April 30, 2025 | 8.65% |
| March 31, 2025 | 8.65% |
| February 28, 2025 | 8.65% |
| January 31, 2025 | 8.65% |
| December 31, 2024 | 8.65% |
| November 30, 2024 | 12.34% |
| October 31, 2024 | 12.34% |
| September 30, 2024 | 12.34% |
| Date | Value |
|---|---|
| August 31, 2024 | 12.34% |
| July 31, 2024 | 12.34% |
| June 30, 2024 | 12.34% |
| May 31, 2024 | 12.34% |
| April 30, 2024 | 12.34% |
| March 31, 2024 | 12.34% |
| February 29, 2024 | 12.34% |
| January 31, 2024 | 12.34% |
| December 31, 2023 | 12.34% |
| November 30, 2023 | 12.34% |
| October 31, 2023 | 12.34% |
| September 30, 2023 | 12.34% |
| August 31, 2023 | 12.34% |
| July 31, 2023 | 12.34% |
| June 30, 2023 | 12.34% |
| May 31, 2023 | 12.34% |
| April 30, 2023 | 12.34% |
| March 31, 2023 | 12.34% |
| February 28, 2023 | 12.34% |
| January 31, 2023 | 12.34% |
| December 31, 2022 | 12.34% |
| November 30, 2022 | 12.34% |
| October 31, 2022 | 12.34% |
| September 30, 2022 | 12.34% |
| August 31, 2022 | 12.34% |
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
| CEMEX SAB de CV | 66.83% |
| GCC SAB de CV | 36.12% |
| CRH Plc | 38.29% |
| Eagle Materials, Inc. | 45.25% |
| Cementos Pacasmayo SAA | 56.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.139 |
| Beta (5Y) | 0.4160 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.80% |
| Historical Sharpe Ratio (5Y) | 0.4749 |
| Historical Sortino (5Y) | 2.047 |