Grupo Aval Acciones y Valores SA (AVAL)
2.39
0.00 (0.00%)
USD |
NYSE |
May 03, 16:00
2.40
+0.01
(+0.42%)
Pre-Market: 20:00
Grupo Aval Acciones y Valores Max Drawdown (5Y): 72.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 72.26% |
| March 31, 2024 | 72.26% |
| February 29, 2024 | 72.26% |
| January 31, 2024 | 72.26% |
| December 31, 2023 | 72.26% |
| November 30, 2023 | 72.26% |
| October 31, 2023 | 72.26% |
| September 30, 2023 | 72.26% |
| August 31, 2023 | 72.26% |
| July 31, 2023 | 72.26% |
| June 30, 2023 | 72.26% |
| May 31, 2023 | 72.26% |
| April 30, 2023 | 72.26% |
| March 31, 2023 | 72.26% |
| February 28, 2023 | 71.85% |
| January 31, 2023 | 71.85% |
| December 31, 2022 | 71.85% |
| November 30, 2022 | 71.85% |
| October 31, 2022 | 69.96% |
| September 30, 2022 | 66.71% |
| August 31, 2022 | 62.12% |
| July 31, 2022 | 62.12% |
| June 30, 2022 | 62.12% |
| May 31, 2022 | 62.12% |
| April 30, 2022 | 62.12% |
| Date | Value |
|---|---|
| March 31, 2022 | 62.12% |
| February 28, 2022 | 62.12% |
| January 31, 2022 | 62.12% |
| December 31, 2021 | 62.12% |
| November 30, 2021 | 62.12% |
| October 31, 2021 | 62.12% |
| September 30, 2021 | 62.12% |
| August 31, 2021 | 62.12% |
| July 31, 2021 | 62.12% |
| June 30, 2021 | 62.12% |
| May 31, 2021 | 62.12% |
| April 30, 2021 | 62.12% |
| March 31, 2021 | 62.12% |
| February 28, 2021 | 62.12% |
| January 31, 2021 | 62.12% |
| December 31, 2020 | 62.12% |
| November 30, 2020 | 62.12% |
| October 31, 2020 | 62.12% |
| September 30, 2020 | 62.12% |
| August 31, 2020 | 62.12% |
| July 31, 2020 | 62.12% |
| June 30, 2020 | 62.12% |
| May 31, 2020 | 62.12% |
| April 30, 2020 | 62.12% |
| March 31, 2020 | 62.12% |
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
54.84%
Minimum
May 2019
72.26%
Maximum
Mar 2023
64.13%
Average
62.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BanColombia SA | 70.38% |
| Grupo de Inversiones Suramericana SA | 67.24% |
| Corporacion Financiera Colombiana SA | -- |
| Gladstone Investment Corp | 56.30% |
| Main Street Capital Corp | 64.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.00 |
| Beta (5Y) | 1.059 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.95% |
| Historical Sharpe Ratio (5Y) | -0.4444 |
| Historical Sortino (5Y) | -0.5844 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.57% |