Grupo SIMEC SAB de CV (SIM)
30.04
0.00 (0.00%)
USD |
NYAM |
Jun 08, 16:00
Grupo SIMEC Max Drawdown (5Y) : 40.14% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Industrias CH SA de CV | 15.97% |
| Ampco-Pittsburgh Corp. | 91.36% |
| Commercial Metals Co. | 37.63% |
| CEMEX SAB de CV | 66.83% |
| Nucor Corp. | 47.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.970 |
| Beta (5Y) | 0.1604 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.70% |
| Historical Sharpe Ratio (5Y) | 0.1326 |
| Historical Sortino (5Y) | 0.2795 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.82% |