Grupo TMM SA (GTMAY)
1.19
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Grupo TMM Max Drawdown (5Y): 83.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.56% |
| September 30, 2024 | 83.56% |
| August 31, 2024 | 83.56% |
| July 31, 2024 | 83.56% |
| June 30, 2024 | 83.56% |
| May 31, 2024 | 83.56% |
| April 30, 2024 | 83.56% |
| March 31, 2024 | 83.56% |
| February 29, 2024 | 83.56% |
| January 31, 2024 | 83.56% |
| December 31, 2023 | 83.56% |
| November 30, 2023 | 83.56% |
| October 31, 2023 | 83.56% |
| September 30, 2023 | 83.56% |
| August 31, 2023 | 83.56% |
| July 31, 2023 | 82.00% |
| June 30, 2023 | 77.00% |
| May 31, 2023 | 75.16% |
| April 30, 2023 | 75.16% |
| March 31, 2023 | 75.16% |
| February 28, 2023 | 75.16% |
| January 31, 2023 | 75.62% |
| December 31, 2022 | 75.62% |
| November 30, 2022 | 75.62% |
| October 31, 2022 | 75.62% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.62% |
| August 31, 2022 | 75.62% |
| July 31, 2022 | 75.62% |
| June 30, 2022 | 75.62% |
| May 31, 2022 | 75.62% |
| April 30, 2022 | 75.62% |
| March 31, 2022 | 75.62% |
| February 28, 2022 | 75.62% |
| January 31, 2022 | 75.62% |
| December 31, 2021 | 75.62% |
| November 30, 2021 | 75.62% |
| October 31, 2021 | 75.62% |
| September 30, 2021 | 75.62% |
| August 31, 2021 | 75.62% |
| July 31, 2021 | 75.62% |
| June 30, 2021 | 75.62% |
| May 31, 2021 | 75.62% |
| April 30, 2021 | 75.62% |
| March 31, 2021 | 75.62% |
| February 28, 2021 | 75.62% |
| January 31, 2021 | 75.62% |
| December 31, 2020 | 75.62% |
| November 30, 2020 | 75.62% |
| October 31, 2020 | 75.62% |
| September 30, 2020 | 75.62% |
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
75.16%
Minimum
Feb 2023
83.56%
Maximum
Aug 2023
77.71%
Average
75.62%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.86 |
| Beta (5Y) | 0.4945 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 120.1% |
| Historical Sharpe Ratio (5Y) | -0.0706 |
| Historical Sortino (5Y) | -0.2549 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |