GCC SAB de CV (GCWOF)
10.68
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
GCC Max Drawdown (5Y): 31.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 31.52% |
March 31, 2024 | 31.52% |
February 29, 2024 | 84.88% |
January 31, 2024 | 84.88% |
December 31, 2023 | 84.88% |
November 30, 2023 | 84.88% |
October 31, 2023 | 84.88% |
September 30, 2023 | 84.88% |
August 31, 2023 | 84.88% |
July 31, 2023 | 84.88% |
June 30, 2023 | 84.88% |
May 31, 2023 | 84.88% |
April 30, 2023 | 84.88% |
March 31, 2023 | 84.88% |
February 28, 2023 | 84.88% |
January 31, 2023 | 84.88% |
December 31, 2022 | 84.88% |
November 30, 2022 | 84.88% |
October 31, 2022 | 84.88% |
September 30, 2022 | 84.88% |
August 31, 2022 | 84.88% |
July 31, 2022 | 84.88% |
June 30, 2022 | 84.88% |
May 31, 2022 | 84.88% |
April 30, 2022 | 84.88% |
Date | Value |
---|---|
March 31, 2022 | 84.88% |
February 28, 2022 | 84.88% |
January 31, 2022 | 84.88% |
December 31, 2021 | 84.88% |
November 30, 2021 | 84.88% |
October 31, 2021 | 84.88% |
September 30, 2021 | 84.88% |
August 31, 2021 | 84.88% |
July 31, 2021 | 84.88% |
June 30, 2021 | 84.88% |
May 31, 2021 | 84.88% |
April 30, 2021 | 84.88% |
March 31, 2021 | 84.88% |
February 28, 2021 | 84.88% |
January 31, 2021 | 84.88% |
December 31, 2020 | 84.88% |
November 30, 2020 | 84.88% |
October 31, 2020 | 84.88% |
September 30, 2020 | 84.88% |
August 31, 2020 | 84.88% |
July 31, 2020 | 84.88% |
June 30, 2020 | 84.88% |
May 31, 2020 | 84.88% |
April 30, 2020 | 84.88% |
March 31, 2020 | 84.88% |
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
31.52%
Minimum
Mar 2024
84.88%
Maximum
May 2019
83.10%
Average
84.88%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Cemex SAB de CV | 83.71% |
Grupo Simec SAB de CV | 58.87% |
Orbia Advance Corp SAB de CV | 71.04% |
Vitro SAB de CV | 99.52% |
Corporacion Moctezuma SAB de CV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.42 |
Beta (5Y) | 0.2342 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.15% |
Historical Sharpe Ratio (5Y) | 0.5692 |
Historical Sortino (5Y) | 0.9826 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.01% |