Coca-Cola Femsa SAB de CV (KOF)
98.22
+0.65
(+0.67%)
USD |
NYSE |
May 03, 13:26
Coca-Cola Femsa Max Drawdown (5Y): 54.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 54.99% |
| March 31, 2024 | 54.99% |
| February 29, 2024 | 54.99% |
| January 31, 2024 | 54.99% |
| December 31, 2023 | 54.99% |
| November 30, 2023 | 54.99% |
| October 31, 2023 | 54.99% |
| September 30, 2023 | 54.99% |
| August 31, 2023 | 54.99% |
| July 31, 2023 | 54.99% |
| June 30, 2023 | 54.99% |
| May 31, 2023 | 54.99% |
| April 30, 2023 | 56.12% |
| March 31, 2023 | 56.47% |
| February 28, 2023 | 56.74% |
| January 31, 2023 | 56.74% |
| December 31, 2022 | 56.74% |
| November 30, 2022 | 56.74% |
| October 31, 2022 | 56.74% |
| September 30, 2022 | 57.69% |
| August 31, 2022 | 58.46% |
| July 31, 2022 | 58.46% |
| June 30, 2022 | 58.46% |
| May 31, 2022 | 58.46% |
| April 30, 2022 | 58.46% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.46% |
| February 28, 2022 | 58.46% |
| January 31, 2022 | 58.46% |
| December 31, 2021 | 59.02% |
| November 30, 2021 | 61.76% |
| October 31, 2021 | 63.57% |
| September 30, 2021 | 63.57% |
| August 31, 2021 | 63.57% |
| July 31, 2021 | 63.57% |
| June 30, 2021 | 63.57% |
| May 31, 2021 | 63.57% |
| April 30, 2021 | 63.57% |
| March 31, 2021 | 63.57% |
| February 28, 2021 | 63.57% |
| January 31, 2021 | 63.57% |
| December 31, 2020 | 63.57% |
| November 30, 2020 | 63.57% |
| October 31, 2020 | 63.57% |
| September 30, 2020 | 63.57% |
| August 31, 2020 | 63.57% |
| July 31, 2020 | 63.57% |
| June 30, 2020 | 63.57% |
| May 31, 2020 | 63.57% |
| April 30, 2020 | 63.57% |
| March 31, 2020 | 63.57% |
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
54.99%
Minimum
May 2023
63.57%
Maximum
May 2019
60.16%
Average
62.67%
Median
Max Drawdown (5Y) Benchmarks
| Molson Coors Beverage Co | 67.73% |
| Fomento Economico Mexicano SAB de CV | 45.46% |
| Coca-Cola Co | 37.01% |
| Diageo PLC | 41.15% |
| The Vita Coco Co Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.619 |
| Beta (5Y) | 0.864 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.55% |
| Historical Sharpe Ratio (5Y) | 0.4614 |
| Historical Sortino (5Y) | 0.5839 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.73% |