Industrias Bachoco SAB de CV (IDBHF)
5.00
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Industrias Bachoco Max Drawdown (5Y): 37.58% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 37.58% |
April 30, 2024 | 37.58% |
March 31, 2024 | 37.58% |
February 29, 2024 | 37.58% |
January 31, 2024 | 37.58% |
December 31, 2023 | 37.58% |
November 30, 2023 | 37.58% |
October 31, 2023 | 37.58% |
September 30, 2023 | 37.58% |
August 31, 2023 | 37.58% |
July 31, 2023 | 37.58% |
June 30, 2023 | 37.58% |
May 31, 2023 | 37.58% |
April 30, 2023 | 37.58% |
March 31, 2023 | 37.58% |
February 28, 2023 | 37.58% |
January 31, 2023 | 37.58% |
December 31, 2022 | 37.58% |
November 30, 2022 | 37.58% |
October 31, 2022 | 37.58% |
September 30, 2022 | 37.58% |
August 31, 2022 | 37.58% |
July 31, 2022 | 37.58% |
June 30, 2022 | 37.58% |
May 31, 2022 | 37.58% |
Date | Value |
---|---|
April 30, 2022 | 37.58% |
March 31, 2022 | 37.58% |
February 28, 2022 | 37.58% |
January 31, 2022 | 37.58% |
December 31, 2021 | 37.58% |
November 30, 2021 | 37.58% |
October 31, 2021 | 37.58% |
September 30, 2021 | 37.58% |
August 31, 2021 | 37.58% |
July 31, 2021 | 37.58% |
June 30, 2021 | 37.58% |
May 31, 2021 | 37.58% |
April 30, 2021 | 37.58% |
March 31, 2021 | 37.58% |
February 28, 2021 | 37.58% |
January 31, 2021 | 37.58% |
December 31, 2020 | 37.58% |
November 30, 2020 | 37.58% |
October 31, 2020 | 37.58% |
September 30, 2020 | 37.58% |
August 31, 2020 | 37.58% |
July 31, 2020 | 37.58% |
June 30, 2020 | 37.58% |
May 31, 2020 | 23.20% |
April 30, 2020 | 23.20% |
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
23.20%
Minimum
Jun 2019
37.58%
Maximum
Jun 2020
34.71%
Average
37.58%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
Fomento Economico Mexicano SAB de CV | 45.46% |
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) | -0.0862 |
Beta (5Y) | 0.034 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.04% |
Historical Sharpe Ratio (5Y) | 0.0189 |
Historical Sortino (5Y) | 0.0287 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.40% |