Bolsa Mexicana de Valores SAB de CV (BOMXF)
1.67
+0.01
(+0.75%)
USD |
OTCM |
Sep 27, 16:00
Bolsa Mexicana de Valores Max Drawdown (5Y): 39.58% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 39.58% |
| July 31, 2024 | 39.58% |
| June 30, 2024 | 39.58% |
| May 31, 2024 | 39.58% |
| April 30, 2024 | 39.58% |
| March 31, 2024 | 39.58% |
| February 29, 2024 | 39.58% |
| January 31, 2024 | 39.58% |
| December 31, 2023 | 39.58% |
| November 30, 2023 | 39.58% |
| October 31, 2023 | 39.58% |
| September 30, 2023 | 39.58% |
| August 31, 2023 | 39.58% |
| July 31, 2023 | 39.58% |
| June 30, 2023 | 39.58% |
| May 31, 2023 | 39.58% |
| April 30, 2023 | 39.58% |
| March 31, 2023 | 44.44% |
| February 28, 2023 | 44.44% |
| January 31, 2023 | 44.44% |
| December 31, 2022 | 44.44% |
| November 30, 2022 | 44.44% |
| October 31, 2022 | 44.44% |
| September 30, 2022 | 44.44% |
| August 31, 2022 | 44.44% |
| Date | Value |
|---|---|
| July 31, 2022 | 44.44% |
| June 30, 2022 | 44.44% |
| May 31, 2022 | 44.44% |
| April 30, 2022 | 44.44% |
| March 31, 2022 | 44.44% |
| February 28, 2022 | 44.44% |
| January 31, 2022 | 44.44% |
| December 31, 2021 | 44.44% |
| November 30, 2021 | 44.44% |
| October 31, 2021 | 53.04% |
| September 30, 2021 | 53.04% |
| August 31, 2021 | 53.04% |
| July 31, 2021 | 53.04% |
| June 30, 2021 | 53.04% |
| May 31, 2021 | 53.04% |
| April 30, 2021 | 53.04% |
| March 31, 2021 | 53.04% |
| February 28, 2021 | 53.04% |
| January 31, 2021 | 53.04% |
| December 31, 2020 | 53.04% |
| November 30, 2020 | 57.52% |
| October 31, 2020 | 57.52% |
| September 30, 2020 | 57.52% |
| August 31, 2020 | 57.52% |
| July 31, 2020 | 57.52% |
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
39.58%
Minimum
Apr 2023
57.52%
Maximum
Sep 2019
47.91%
Average
44.44%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Grupo Financiero Banorte SAB de CV | 65.59% |
| Grupo Financiero Inbursa SAB de CV | 99.99% |
| Nfiniti Inc | -- |
| Banco del Bajio SA | 99.88% |
| Gentera SAB de CV | 82.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.23 |
| Beta (5Y) | 0.9446 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.64% |
| Historical Sharpe Ratio (5Y) | -0.0395 |
| Historical Sortino (5Y) | -0.0557 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.12% |