Grupo Aeroportuario del Centro Norte SAB de CV (OMAB)

72.22 +0.38 (+0.53%) USD  |  NASDAQ  |  Dec 20, 16:00
72.05 -0.17 (-0.24%) After-Hours: 20:00
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Grupo Aeroportuario del Centro Norte Max Drawdown (5Y): 68.88% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Grupo Aeroportuario del Sureste SAB de CV 61.39%
Grupo Aeroportuario del Pacifico SAB de CV 66.65%
Promotora Y Operadora de Infraestructura SAB de CV 59.75%
Grupo TMM SA 83.56%
Controladora Vuela Compania de Aviacion SAB de CV 85.92%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.22
Beta (5Y) 1.333
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.66%
Historical Sharpe Ratio (5Y) 0.1625
Historical Sortino (5Y) 0.19
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.25%