Fomento Economico Mexicano SAB de CV (Unit) (FMXUF)
13.40
-0.40
(-2.90%)
USD |
OTCM |
May 03, 16:00
Fomento Economico Mexicano Max Drawdown (5Y): 43.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 43.98% |
March 31, 2024 | 43.98% |
February 29, 2024 | 43.98% |
January 31, 2024 | 43.98% |
December 31, 2023 | 43.98% |
November 30, 2023 | 43.98% |
October 31, 2023 | 43.98% |
September 30, 2023 | 43.98% |
August 31, 2023 | 43.98% |
July 31, 2023 | 43.98% |
June 30, 2023 | 43.98% |
May 31, 2023 | 43.98% |
April 30, 2023 | 43.98% |
March 31, 2023 | 43.98% |
February 28, 2023 | 43.98% |
January 31, 2023 | 43.98% |
December 31, 2022 | 43.98% |
November 30, 2022 | 43.98% |
October 31, 2022 | 43.98% |
September 30, 2022 | 43.98% |
August 31, 2022 | 43.98% |
July 31, 2022 | 43.98% |
June 30, 2022 | 43.98% |
May 31, 2022 | 43.98% |
April 30, 2022 | 43.98% |
Date | Value |
---|---|
March 31, 2022 | 43.98% |
February 28, 2022 | 43.98% |
January 31, 2022 | 43.98% |
December 31, 2021 | 43.98% |
November 30, 2021 | 43.98% |
October 31, 2021 | 43.98% |
September 30, 2021 | 43.98% |
August 31, 2021 | 43.98% |
July 31, 2021 | 43.98% |
June 30, 2021 | 43.98% |
May 31, 2021 | 43.98% |
April 30, 2021 | 43.98% |
March 31, 2021 | 43.98% |
February 28, 2021 | 43.98% |
January 31, 2021 | 43.98% |
December 31, 2020 | 43.98% |
November 30, 2020 | 43.98% |
October 31, 2020 | 43.98% |
September 30, 2020 | 43.98% |
August 31, 2020 | 41.56% |
July 31, 2020 | 41.56% |
June 30, 2020 | 41.56% |
May 31, 2020 | 41.56% |
April 30, 2020 | 41.56% |
March 31, 2020 | 39.06% |
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
39.06%
Minimum
May 2019
43.98%
Maximum
Sep 2020
42.88%
Average
43.98%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Becle SAB de CV | 45.29% |
Arca Continental SAB de CV | 53.75% |
Coca-Cola Femsa SAB de CV | 99.99% |
BBB Foods Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.290 |
Beta (5Y) | -0.0232 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.76% |
Historical Sharpe Ratio (5Y) | 0.1735 |
Historical Sortino (5Y) | 0.2504 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.01% |