Grupo Aeroportuario del Sureste SAB de CV (ASR)
266.09
-1.83
(-0.68%)
USD |
NYSE |
Nov 21, 16:00
261.35
-4.74
(-1.78%)
Pre-Market: 08:03
Grupo Aeroportuario del Sureste Max Drawdown (5Y): 61.39% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.39% |
| September 30, 2024 | 61.39% |
| August 31, 2024 | 61.39% |
| July 31, 2024 | 61.39% |
| June 30, 2024 | 61.39% |
| May 31, 2024 | 61.39% |
| April 30, 2024 | 61.39% |
| March 31, 2024 | 61.39% |
| February 29, 2024 | 61.39% |
| January 31, 2024 | 61.39% |
| December 31, 2023 | 61.39% |
| November 30, 2023 | 61.39% |
| October 31, 2023 | 61.39% |
| September 30, 2023 | 61.39% |
| August 31, 2023 | 61.39% |
| July 31, 2023 | 61.39% |
| June 30, 2023 | 61.39% |
| May 31, 2023 | 61.39% |
| April 30, 2023 | 61.39% |
| March 31, 2023 | 61.39% |
| February 28, 2023 | 61.39% |
| January 31, 2023 | 61.39% |
| December 31, 2022 | 61.39% |
| November 30, 2022 | 61.39% |
| October 31, 2022 | 61.39% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.39% |
| August 31, 2022 | 61.39% |
| July 31, 2022 | 61.39% |
| June 30, 2022 | 61.39% |
| May 31, 2022 | 61.39% |
| April 30, 2022 | 61.39% |
| March 31, 2022 | 61.39% |
| February 28, 2022 | 61.39% |
| January 31, 2022 | 61.39% |
| December 31, 2021 | 61.39% |
| November 30, 2021 | 61.39% |
| October 31, 2021 | 61.39% |
| September 30, 2021 | 61.39% |
| August 31, 2021 | 61.39% |
| July 31, 2021 | 61.39% |
| June 30, 2021 | 61.39% |
| May 31, 2021 | 61.39% |
| April 30, 2021 | 61.39% |
| March 31, 2021 | 61.39% |
| February 28, 2021 | 61.39% |
| January 31, 2021 | 61.39% |
| December 31, 2020 | 61.39% |
| November 30, 2020 | 61.39% |
| October 31, 2020 | 61.39% |
| September 30, 2020 | 61.39% |
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
41.47%
Minimum
Nov 2019
61.39%
Maximum
Apr 2020
60.06%
Average
61.39%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.409 |
| Beta (5Y) | 1.129 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.56% |
| Historical Sharpe Ratio (5Y) | 0.2822 |
| Historical Sortino (5Y) | 0.3466 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.56% |