Cementos Pacasmayo SAA (CPAC)
6.32
+0.01
(+0.16%)
USD |
NYSE |
Nov 15, 13:39
Cementos Pacasmayo Max Drawdown (5Y): 56.24% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.24% |
| September 30, 2024 | 56.24% |
| August 31, 2024 | 56.24% |
| July 31, 2024 | 56.24% |
| June 30, 2024 | 56.24% |
| May 31, 2024 | 56.24% |
| April 30, 2024 | 56.24% |
| March 31, 2024 | 56.24% |
| February 29, 2024 | 56.24% |
| January 31, 2024 | 56.24% |
| December 31, 2023 | 56.24% |
| November 30, 2023 | 56.24% |
| October 31, 2023 | 56.24% |
| September 30, 2023 | 56.24% |
| August 31, 2023 | 56.24% |
| July 31, 2023 | 56.24% |
| June 30, 2023 | 56.24% |
| May 31, 2023 | 56.24% |
| April 30, 2023 | 56.24% |
| March 31, 2023 | 56.24% |
| February 28, 2023 | 56.24% |
| January 31, 2023 | 56.24% |
| December 31, 2022 | 56.24% |
| November 30, 2022 | 56.24% |
| October 31, 2022 | 56.24% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.24% |
| August 31, 2022 | 56.24% |
| July 31, 2022 | 56.24% |
| June 30, 2022 | 54.01% |
| May 31, 2022 | 54.01% |
| April 30, 2022 | 54.01% |
| March 31, 2022 | 54.01% |
| February 28, 2022 | 54.01% |
| January 31, 2022 | 54.01% |
| December 31, 2021 | 54.01% |
| November 30, 2021 | 54.01% |
| October 31, 2021 | 54.01% |
| September 30, 2021 | 54.01% |
| August 31, 2021 | 54.01% |
| July 31, 2021 | 54.01% |
| June 30, 2021 | 54.01% |
| May 31, 2021 | 54.01% |
| April 30, 2021 | 54.01% |
| March 31, 2021 | 54.01% |
| February 28, 2021 | 54.01% |
| January 31, 2021 | 54.01% |
| December 31, 2020 | 54.01% |
| November 30, 2020 | 54.01% |
| October 31, 2020 | 54.01% |
| September 30, 2020 | 54.01% |
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
54.01%
Minimum
Aug 2020
59.97%
Maximum
Nov 2019
55.91%
Average
56.24%
Median
Jul 2022
Max Drawdown (5Y) Benchmarks
| Compañía de Minas Buenaventura SAA | 70.14% |
| Core Molding Technologies Inc | 96.20% |
| Flexible Solutions International Inc | 75.75% |
| IT Tech Packaging Inc | 98.54% |
| Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.641 |
| Beta (5Y) | 0.6209 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.56% |
| Historical Sharpe Ratio (5Y) | -0.057 |
| Historical Sortino (5Y) | -0.0856 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.37% |