Wal - Mart de Mexico SAB de CV (WMMVF)
3.828
+0.19
(+5.15%)
USD |
OTCM |
May 03, 16:00
Wal - Mart de Mexico Max Drawdown (5Y): 33.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 33.33% |
| March 31, 2024 | 33.33% |
| February 29, 2024 | 33.33% |
| January 31, 2024 | 33.33% |
| December 31, 2023 | 33.33% |
| November 30, 2023 | 33.33% |
| October 31, 2023 | 33.33% |
| September 30, 2023 | 33.33% |
| August 31, 2023 | 33.33% |
| July 31, 2023 | 33.33% |
| June 30, 2023 | 33.33% |
| May 31, 2023 | 33.33% |
| April 30, 2023 | 33.33% |
| March 31, 2023 | 33.33% |
| February 28, 2023 | 33.33% |
| January 31, 2023 | 33.33% |
| December 31, 2022 | 33.33% |
| November 30, 2022 | 33.33% |
| October 31, 2022 | 33.33% |
| September 30, 2022 | 33.33% |
| August 31, 2022 | 33.33% |
| July 31, 2022 | 33.33% |
| June 30, 2022 | 33.33% |
| May 31, 2022 | 33.33% |
| April 30, 2022 | 33.33% |
| Date | Value |
|---|---|
| March 31, 2022 | 33.33% |
| February 28, 2022 | 33.33% |
| January 31, 2022 | 33.33% |
| December 31, 2021 | 33.33% |
| November 30, 2021 | 37.95% |
| October 31, 2021 | 44.81% |
| September 30, 2021 | 44.81% |
| August 31, 2021 | 44.81% |
| July 31, 2021 | 44.81% |
| June 30, 2021 | 44.81% |
| May 31, 2021 | 44.81% |
| April 30, 2021 | 44.81% |
| March 31, 2021 | 44.81% |
| February 28, 2021 | 44.81% |
| January 31, 2021 | 44.81% |
| December 31, 2020 | 44.81% |
| November 30, 2020 | 44.81% |
| October 31, 2020 | 44.81% |
| September 30, 2020 | 44.81% |
| August 31, 2020 | 44.81% |
| July 31, 2020 | 44.81% |
| June 30, 2020 | 44.81% |
| May 31, 2020 | 44.81% |
| April 30, 2020 | 44.81% |
| March 31, 2020 | 44.81% |
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
33.33%
Minimum
Dec 2021
44.81%
Maximum
May 2019
39.15%
Average
41.38%
Median
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) | -6.092 |
| Beta (5Y) | 0.9252 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.92% |
| Historical Sharpe Ratio (5Y) | 0.184 |
| Historical Sortino (5Y) | 0.2505 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.90% |