Alfa SAB de CV (ALFFF)
0.667
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Alfa Max Drawdown (5Y): 87.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.05% |
March 31, 2024 | 87.05% |
February 29, 2024 | 87.05% |
January 31, 2024 | 87.05% |
December 31, 2023 | 87.05% |
November 30, 2023 | 87.05% |
October 31, 2023 | 87.05% |
September 30, 2023 | 87.05% |
August 31, 2023 | 87.05% |
July 31, 2023 | 87.05% |
June 30, 2023 | 87.05% |
May 31, 2023 | 87.05% |
April 30, 2023 | 87.05% |
March 31, 2023 | 87.05% |
February 28, 2023 | 87.05% |
January 31, 2023 | 87.05% |
December 31, 2022 | 87.05% |
November 30, 2022 | 87.05% |
October 31, 2022 | 87.05% |
September 30, 2022 | 87.05% |
August 31, 2022 | 87.05% |
July 31, 2022 | 87.05% |
June 30, 2022 | 87.05% |
May 31, 2022 | 87.05% |
April 30, 2022 | 91.14% |
Date | Value |
---|---|
March 31, 2022 | 91.36% |
February 28, 2022 | 91.53% |
January 31, 2022 | 91.80% |
December 31, 2021 | 91.80% |
November 30, 2021 | 92.35% |
October 31, 2021 | 92.90% |
September 30, 2021 | 92.90% |
August 31, 2021 | 93.33% |
July 31, 2021 | 93.33% |
June 30, 2021 | 93.33% |
May 31, 2021 | 93.33% |
April 30, 2021 | 93.33% |
March 31, 2021 | 93.33% |
February 28, 2021 | 93.33% |
January 31, 2021 | 93.33% |
December 31, 2020 | 93.33% |
November 30, 2020 | 93.33% |
October 31, 2020 | 93.33% |
September 30, 2020 | 93.33% |
August 31, 2020 | 93.33% |
July 31, 2020 | 93.33% |
June 30, 2020 | 93.33% |
May 31, 2020 | 93.33% |
April 30, 2020 | 93.33% |
March 31, 2020 | 93.33% |
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
87.05%
Minimum
May 2022
93.33%
Maximum
May 2019
90.64%
Average
92.62%
Median
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) | -17.54 |
Beta (5Y) | 1.536 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.26% |
Historical Sharpe Ratio (5Y) | -0.0074 |
Historical Sortino (5Y) | -0.0113 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.98% |