Banco Latinoamericano de Comercio Exterior SA (BLX)
32.25
+0.04
(+0.12%)
USD |
NYSE |
Nov 04, 16:00
32.26
+0.01
(+0.03%)
Pre-Market: 20:00
Banco Latinoamericano de Comercio Exterior Max Drawdown (5Y): 68.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.53% |
| September 30, 2024 | 68.53% |
| August 31, 2024 | 68.53% |
| July 31, 2024 | 68.53% |
| June 30, 2024 | 68.53% |
| May 31, 2024 | 68.53% |
| April 30, 2024 | 68.53% |
| March 31, 2024 | 68.53% |
| February 29, 2024 | 68.53% |
| January 31, 2024 | 68.53% |
| December 31, 2023 | 68.53% |
| November 30, 2023 | 68.53% |
| October 31, 2023 | 68.53% |
| September 30, 2023 | 68.53% |
| August 31, 2023 | 68.53% |
| July 31, 2023 | 68.53% |
| June 30, 2023 | 68.53% |
| May 31, 2023 | 68.53% |
| April 30, 2023 | 68.53% |
| March 31, 2023 | 68.53% |
| February 28, 2023 | 68.53% |
| January 31, 2023 | 68.53% |
| December 31, 2022 | 68.53% |
| November 30, 2022 | 68.53% |
| October 31, 2022 | 68.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.53% |
| August 31, 2022 | 68.53% |
| July 31, 2022 | 68.53% |
| June 30, 2022 | 68.53% |
| May 31, 2022 | 68.53% |
| April 30, 2022 | 68.53% |
| March 31, 2022 | 68.53% |
| February 28, 2022 | 68.53% |
| January 31, 2022 | 68.53% |
| December 31, 2021 | 68.53% |
| November 30, 2021 | 68.53% |
| October 31, 2021 | 68.53% |
| September 30, 2021 | 68.53% |
| August 31, 2021 | 68.53% |
| July 31, 2021 | 68.53% |
| June 30, 2021 | 68.53% |
| May 31, 2021 | 68.53% |
| April 30, 2021 | 68.53% |
| March 31, 2021 | 68.53% |
| February 28, 2021 | 68.53% |
| January 31, 2021 | 68.53% |
| December 31, 2020 | 68.53% |
| November 30, 2020 | 68.53% |
| October 31, 2020 | 68.53% |
| September 30, 2020 | 68.53% |
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
45.33%
Minimum
Nov 2019
68.53%
Maximum
Apr 2020
66.86%
Average
68.53%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Massachusetts Business Development Corp | 63.01% |
| Synchrony Financial | 66.35% |
| Blue Owl Capital Corp | 56.04% |
| National Bankshares Inc | 48.69% |
| First National Corp | 42.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.292 |
| Beta (5Y) | 1.173 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.19% |
| Historical Sharpe Ratio (5Y) | 0.4051 |
| Historical Sortino (5Y) | 0.4565 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.88% |