Banco Latinoamericano de Comercio Exterior SA (BLX)
30.00
-0.31
(-1.02%)
USD |
NYSE |
May 23, 16:00
29.98
-0.02
(-0.08%)
After-Hours: 20:00
Banco Latinoamericano de Comercio Exterior Max Drawdown (5Y): 68.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 68.53% |
July 31, 2020 | 68.53% |
June 30, 2020 | 68.53% |
May 31, 2020 | 68.53% |
April 30, 2020 | 68.53% |
March 31, 2020 | 61.02% |
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
May 2019
68.53%
Maximum
Apr 2020
64.54%
Average
68.53%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Massachusetts Business Development Corp | 63.01% |
Synchrony Financial | 66.35% |
Blue Owl Capital Corp | -- |
Regions Financial Corp | 60.72% |
Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.530 |
Beta (5Y) | 1.196 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.33% |
Historical Sharpe Ratio (5Y) | 0.3145 |
Historical Sortino (5Y) | 0.3561 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.22% |