Orbia Advance Corp SAB de CV (MXCHY)
3.55
+0.07
(+2.01%)
USD |
OTCM |
May 15, 10:47
Orbia Advance Max Drawdown (5Y): 68.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.93% |
March 31, 2024 | 68.93% |
February 29, 2024 | 68.93% |
January 31, 2024 | 68.93% |
December 31, 2023 | 68.93% |
November 30, 2023 | 68.93% |
October 31, 2023 | 68.93% |
September 30, 2023 | 68.93% |
August 31, 2023 | 68.93% |
July 31, 2023 | 68.93% |
June 30, 2023 | 68.93% |
May 31, 2023 | 68.93% |
April 30, 2023 | 68.93% |
March 31, 2023 | 68.93% |
February 28, 2023 | 68.93% |
January 31, 2023 | 68.93% |
December 31, 2022 | 68.93% |
November 30, 2022 | 68.93% |
October 31, 2022 | 68.93% |
September 30, 2022 | 68.93% |
August 31, 2022 | 68.93% |
July 31, 2022 | 68.93% |
June 30, 2022 | 68.93% |
May 31, 2022 | 68.93% |
April 30, 2022 | 68.93% |
Date | Value |
---|---|
March 31, 2022 | 68.93% |
February 28, 2022 | 68.93% |
January 31, 2022 | 68.93% |
December 31, 2021 | 68.93% |
November 30, 2021 | 68.93% |
October 31, 2021 | 68.93% |
September 30, 2021 | 68.93% |
August 31, 2021 | 68.93% |
July 31, 2021 | 68.93% |
June 30, 2021 | 68.93% |
May 31, 2021 | 68.93% |
April 30, 2021 | 68.93% |
March 31, 2021 | 68.93% |
February 28, 2021 | 68.93% |
January 31, 2021 | 68.93% |
December 31, 2020 | 68.93% |
November 30, 2020 | 68.93% |
October 31, 2020 | 68.93% |
September 30, 2020 | 68.93% |
August 31, 2020 | 68.93% |
July 31, 2020 | 66.46% |
June 30, 2020 | 66.46% |
May 31, 2020 | 65.70% |
April 30, 2020 | 65.70% |
March 31, 2020 | 65.70% |
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
65.70%
Minimum
May 2019
68.93%
Maximum
Aug 2020
68.14%
Average
68.93%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Cemex SAB de CV | 83.71% |
Grupo Simec SAB de CV | 58.87% |
GCC SAB de CV | 31.52% |
Vitro SAB de CV | 99.52% |
Corporacion Moctezuma SAB de CV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.588 |
Beta (5Y) | 0.3012 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.94% |
Historical Sharpe Ratio (5Y) | -0.0605 |
Historical Sortino (5Y) | -0.1142 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.00% |