Megacable Holdings SAB de CV (MHSDF)
3.00
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Megacable Holdings Max Drawdown (5Y): 74.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 74.68% |
| March 31, 2024 | 74.68% |
| February 29, 2024 | 74.68% |
| January 31, 2024 | 74.68% |
| December 31, 2023 | 74.68% |
| November 30, 2023 | 74.68% |
| October 31, 2023 | 74.68% |
| September 30, 2023 | 74.68% |
| August 31, 2023 | 74.68% |
| July 31, 2023 | 74.68% |
| June 30, 2023 | 74.68% |
| May 31, 2023 | 74.68% |
| April 30, 2023 | 74.68% |
| March 31, 2023 | 74.68% |
| February 28, 2023 | 74.68% |
| January 31, 2023 | 74.68% |
| December 31, 2022 | 74.68% |
| November 30, 2022 | 74.68% |
| October 31, 2022 | 74.68% |
| September 30, 2022 | 54.83% |
| August 31, 2022 | 54.83% |
| July 31, 2022 | 54.83% |
| June 30, 2022 | 54.83% |
| May 31, 2022 | 54.83% |
| April 30, 2022 | 54.83% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.83% |
| February 28, 2022 | 54.83% |
| January 31, 2022 | 54.83% |
| December 31, 2021 | 54.83% |
| November 30, 2021 | 54.83% |
| October 31, 2021 | 54.83% |
| September 30, 2021 | 54.83% |
| August 31, 2021 | 54.83% |
| July 31, 2021 | 54.83% |
| June 30, 2021 | 54.83% |
| May 31, 2021 | 54.83% |
| April 30, 2021 | 54.83% |
| March 31, 2021 | 54.83% |
| February 28, 2021 | 54.83% |
| January 31, 2021 | 54.83% |
| December 31, 2020 | 54.83% |
| November 30, 2020 | 54.83% |
| October 31, 2020 | 54.83% |
| September 30, 2020 | 54.83% |
| August 31, 2020 | 54.83% |
| July 31, 2020 | 54.83% |
| June 30, 2020 | 54.83% |
| May 31, 2020 | 54.83% |
| April 30, 2020 | 54.83% |
| March 31, 2020 | 54.83% |
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
35.34%
Minimum
May 2019
74.68%
Maximum
Oct 2022
57.87%
Average
54.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| America Movil SAB de CV | 44.58% |
| Grupo Televisa SAB | 87.57% |
| Axtel SAB de CV | 97.68% |
| Corporacion Interamericana de Entretenimiento SAB de CV | -- |
| Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.08 |
| Beta (5Y) | 0.9248 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.04% |
| Historical Sharpe Ratio (5Y) | -0.1317 |
| Historical Sortino (5Y) | -0.239 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.97% |