Methanex Corp (MEOH)
46.02
+0.57
(+1.25%)
USD |
NASDAQ |
Nov 22, 16:00
46.01
-0.01
(-0.02%)
After-Hours: 20:00
Methanex Max Drawdown (5Y): 87.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.59% |
| September 30, 2024 | 87.59% |
| August 31, 2024 | 87.59% |
| July 31, 2024 | 87.59% |
| June 30, 2024 | 87.59% |
| May 31, 2024 | 87.59% |
| April 30, 2024 | 87.59% |
| March 31, 2024 | 87.59% |
| February 29, 2024 | 87.59% |
| January 31, 2024 | 87.59% |
| December 31, 2023 | 87.59% |
| November 30, 2023 | 87.59% |
| October 31, 2023 | 87.59% |
| September 30, 2023 | 87.59% |
| August 31, 2023 | 87.59% |
| July 31, 2023 | 87.59% |
| June 30, 2023 | 87.59% |
| May 31, 2023 | 87.59% |
| April 30, 2023 | 87.59% |
| March 31, 2023 | 87.59% |
| February 28, 2023 | 87.59% |
| January 31, 2023 | 87.59% |
| December 31, 2022 | 87.59% |
| November 30, 2022 | 87.59% |
| October 31, 2022 | 87.59% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.59% |
| August 31, 2022 | 87.59% |
| July 31, 2022 | 87.59% |
| June 30, 2022 | 87.59% |
| May 31, 2022 | 87.59% |
| April 30, 2022 | 87.59% |
| March 31, 2022 | 87.59% |
| February 28, 2022 | 87.59% |
| January 31, 2022 | 87.59% |
| December 31, 2021 | 87.59% |
| November 30, 2021 | 87.59% |
| October 31, 2021 | 87.59% |
| September 30, 2021 | 87.59% |
| August 31, 2021 | 87.59% |
| July 31, 2021 | 87.59% |
| June 30, 2021 | 87.59% |
| May 31, 2021 | 87.59% |
| April 30, 2021 | 87.59% |
| March 31, 2021 | 87.59% |
| February 28, 2021 | 87.59% |
| January 31, 2021 | 87.59% |
| December 31, 2020 | 87.59% |
| November 30, 2020 | 87.59% |
| October 31, 2020 | 87.59% |
| September 30, 2020 | 87.59% |
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
66.48%
Minimum
Nov 2019
87.59%
Maximum
Mar 2020
86.18%
Average
87.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Orbite Technologies Inc | 100.00% |
| Endeavour Silver Corp | 81.13% |
| Green Plains Inc | 86.50% |
| United States Steel Corp | 89.14% |
| Gatos Silver Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.30 |
| Beta (5Y) | 1.357 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.09% |
| Historical Sharpe Ratio (5Y) | 0.004 |
| Historical Sortino (5Y) | 0.0055 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.86% |