Grupo Simec SAB de CV (SIM)
27.00
0.00 (0.00%)
USD |
NYAM |
Nov 15, 16:00
26.45
-0.55
(-2.04%)
After-Hours: 20:00
Grupo Simec Max Drawdown (5Y): 58.87% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 58.87% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2022 | 58.87% |
| 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% |
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
Nov 2019
59.16%
Average
58.87%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Cemex SAB de CV | 83.71% |
| Orbia Advance Corp SAB de CV | 71.04% |
| GCC SAB de CV | 36.12% |
| Vitro SAB de CV | 99.52% |
| Corporacion Moctezuma SAB de CV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.62 |
| Beta (5Y) | 0.3003 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.41% |
| Historical Sharpe Ratio (5Y) | 0.5465 |
| Historical Sortino (5Y) | 1.219 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.99% |