Axtel SAB de CV (AXTLF)
0.0093
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Axtel Max Drawdown (5Y): 97.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.68% |
| March 31, 2024 | 97.68% |
| February 29, 2024 | 97.68% |
| January 31, 2024 | 97.68% |
| December 31, 2023 | 97.68% |
| November 30, 2023 | 97.68% |
| October 31, 2023 | 97.68% |
| September 30, 2023 | 97.68% |
| August 31, 2023 | 97.68% |
| July 31, 2023 | 97.68% |
| June 30, 2023 | 87.52% |
| May 31, 2023 | 87.52% |
| April 30, 2023 | 87.52% |
| March 31, 2023 | 87.52% |
| February 28, 2023 | 87.52% |
| January 31, 2023 | 87.52% |
| December 31, 2022 | 87.52% |
| November 30, 2022 | 87.52% |
| October 31, 2022 | 87.52% |
| September 30, 2022 | 87.52% |
| August 31, 2022 | 87.52% |
| July 31, 2022 | 76.81% |
| June 30, 2022 | 76.81% |
| May 31, 2022 | 76.81% |
| April 30, 2022 | 76.81% |
| Date | Value |
|---|---|
| March 31, 2022 | 76.81% |
| February 28, 2022 | 76.81% |
| January 31, 2022 | 76.81% |
| December 31, 2021 | 76.81% |
| November 30, 2021 | 76.81% |
| October 31, 2021 | 76.81% |
| September 30, 2021 | 76.81% |
| August 31, 2021 | 76.81% |
| July 31, 2021 | 76.81% |
| June 30, 2021 | 76.81% |
| May 31, 2021 | 76.81% |
| April 30, 2021 | 76.81% |
| March 31, 2021 | 76.81% |
| February 28, 2021 | 76.81% |
| January 31, 2021 | 76.81% |
| December 31, 2020 | 76.81% |
| November 30, 2020 | 76.81% |
| October 31, 2020 | 76.81% |
| September 30, 2020 | 76.81% |
| August 31, 2020 | 76.81% |
| July 31, 2020 | 76.81% |
| June 30, 2020 | 76.81% |
| May 31, 2020 | 76.81% |
| April 30, 2020 | 76.81% |
| March 31, 2020 | 76.81% |
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
74.56%
Minimum
May 2019
97.68%
Maximum
Jul 2023
82.21%
Average
76.81%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| America Movil SAB de CV | 44.58% |
| Grupo Televisa SAB | 87.57% |
| Megacable Holdings SAB de CV | 74.68% |
| Corporacion Interamericana de Entretenimiento SAB de CV | -- |
| Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.80 |
| Beta (5Y) | -0.3943 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.58% |
| Historical Sharpe Ratio (5Y) | -0.654 |
| Historical Sortino (5Y) | -0.757 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.21% |