America Movil SAB de CV (AMX)

14.36 +0.16 (+1.09%) USD  |  NYSE  |  Dec 26, 10:17
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America Movil Max Drawdown (5Y): 45.98% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Grupo Televisa SAB 87.62%
Tv Azteca SAB de CV 99.99%
Megacable Holdings SAB de CV 74.68%
Corporacion Interamericana de Entretenimiento SAB de CV --
Globalstar Inc 92.44%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.95
Beta (5Y) 0.9030
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.43%
Historical Sharpe Ratio (5Y) 0.0364
Historical Sortino (5Y) 0.056
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.58%