Grupo Simec SAB de CV (SIM)
28.63
+0.92
(+3.32%)
USD |
NYAM |
Sep 19, 16:00
28.25
-0.38
(-1.33%)
After-Hours: 20:00
Grupo Simec Max Drawdown (5Y): 58.87% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 58.87% |
July 31, 2024 | 58.87% |
June 30, 2024 | 58.87% |
May 31, 2024 | 58.87% |
April 30, 2024 | 58.87% |
March 31, 2024 | 58.87% |
February 29, 2024 | 58.87% |
January 31, 2024 | 58.87% |
December 31, 2023 | 58.87% |
November 30, 2023 | 58.87% |
October 31, 2023 | 58.87% |
September 30, 2023 | 58.87% |
August 31, 2023 | 58.87% |
July 31, 2023 | 58.87% |
June 30, 2023 | 58.87% |
May 31, 2023 | 58.87% |
April 30, 2023 | 58.87% |
March 31, 2023 | 58.87% |
February 28, 2023 | 58.87% |
January 31, 2023 | 58.87% |
December 31, 2022 | 58.87% |
November 30, 2022 | 58.87% |
October 31, 2022 | 58.87% |
September 30, 2022 | 58.87% |
August 31, 2022 | 58.87% |
Date | Value |
---|---|
July 31, 2022 | 58.87% |
June 30, 2022 | 58.87% |
May 31, 2022 | 58.87% |
April 30, 2022 | 58.87% |
March 31, 2022 | 58.87% |
February 28, 2022 | 58.87% |
January 31, 2022 | 58.87% |
December 31, 2021 | 58.87% |
November 30, 2021 | 58.87% |
October 31, 2021 | 58.87% |
September 30, 2021 | 58.87% |
August 31, 2021 | 58.87% |
July 31, 2021 | 58.87% |
June 30, 2021 | 58.87% |
May 31, 2021 | 58.87% |
April 30, 2021 | 58.87% |
March 31, 2021 | 58.87% |
February 28, 2021 | 58.87% |
January 31, 2021 | 58.87% |
December 31, 2020 | 58.87% |
November 30, 2020 | 60.13% |
October 31, 2020 | 60.20% |
September 30, 2020 | 60.20% |
August 31, 2020 | 60.20% |
July 31, 2020 | 60.20% |
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
58.87%
Minimum
Dec 2020
60.20%
Maximum
Sep 2019
59.20%
Average
58.87%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Cemex SAB de CV | 83.71% |
Orbia Advance Corp SAB de CV | 68.93% |
GCC SAB de CV | 33.33% |
Vitro SAB de CV | 99.52% |
Corporacion Moctezuma SAB de CV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 18.56 |
Beta (5Y) | 0.2992 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.39% |
Historical Sharpe Ratio (5Y) | 0.5219 |
Historical Sortino (5Y) | 1.160 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.99% |