Orbia Advance Corp SAB de CV (MXCHF)
0.88
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
Orbia Advance Max Drawdown (5Y): 71.04% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 71.04% |
| August 31, 2024 | 71.04% |
| July 31, 2024 | 71.04% |
| June 30, 2024 | 71.04% |
| May 31, 2024 | 71.04% |
| April 30, 2024 | 71.04% |
| March 31, 2024 | 71.04% |
| February 29, 2024 | 71.04% |
| January 31, 2024 | 71.04% |
| December 31, 2023 | 71.04% |
| November 30, 2023 | 71.04% |
| October 31, 2023 | 71.04% |
| September 30, 2023 | 71.04% |
| August 31, 2023 | 71.04% |
| July 31, 2023 | 71.04% |
| June 30, 2023 | 71.04% |
| May 31, 2023 | 71.04% |
| April 30, 2023 | 71.04% |
| March 31, 2023 | 71.04% |
| February 28, 2023 | 71.04% |
| January 31, 2023 | 71.04% |
| December 31, 2022 | 71.04% |
| November 30, 2022 | 71.04% |
| October 31, 2022 | 71.04% |
| September 30, 2022 | 71.04% |
| Date | Value |
|---|---|
| August 31, 2022 | 71.04% |
| July 31, 2022 | 71.04% |
| June 30, 2022 | 71.04% |
| May 31, 2022 | 71.04% |
| April 30, 2022 | 71.04% |
| March 31, 2022 | 71.04% |
| February 28, 2022 | 71.04% |
| January 31, 2022 | 71.04% |
| December 31, 2021 | 71.04% |
| November 30, 2021 | 71.04% |
| October 31, 2021 | 71.04% |
| September 30, 2021 | 71.04% |
| August 31, 2021 | 71.04% |
| July 31, 2021 | 71.04% |
| June 30, 2021 | 71.04% |
| May 31, 2021 | 71.04% |
| April 30, 2021 | 71.04% |
| March 31, 2021 | 71.04% |
| February 28, 2021 | 71.04% |
| January 31, 2021 | 71.04% |
| December 31, 2020 | 71.04% |
| November 30, 2020 | 71.04% |
| October 31, 2020 | 71.04% |
| September 30, 2020 | 71.04% |
| August 31, 2020 | 71.04% |
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
67.15%
Minimum
Nov 2019
71.04%
Maximum
Mar 2020
70.77%
Average
71.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Cemex SAB de CV | 83.71% |
| Grupo Simec SAB de CV | 58.87% |
| GCC SAB de CV | 36.12% |
| Vitro SAB de CV | 99.52% |
| Corporacion Moctezuma SAB de CV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.05 |
| Beta (5Y) | 0.9366 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.38% |
| Historical Sharpe Ratio (5Y) | -0.2426 |
| Historical Sortino (5Y) | -0.3458 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.35% |