Consorcio Ara SAB de CV (CNRFF)
0.205
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Consorcio Ara Max Drawdown (5Y): 99.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.28% |
March 31, 2024 | 99.28% |
February 29, 2024 | 99.28% |
January 31, 2024 | 99.28% |
December 31, 2023 | 75.34% |
November 30, 2023 | 75.34% |
October 31, 2023 | 75.34% |
September 30, 2023 | 75.34% |
August 31, 2023 | 75.34% |
July 31, 2023 | 75.34% |
June 30, 2023 | 75.34% |
May 31, 2023 | 75.34% |
April 30, 2023 | 75.34% |
March 31, 2023 | 75.34% |
February 28, 2023 | 75.34% |
January 31, 2023 | 75.34% |
December 31, 2022 | 75.34% |
November 30, 2022 | 75.34% |
October 31, 2022 | 75.34% |
September 30, 2022 | 75.34% |
August 31, 2022 | 75.34% |
July 31, 2022 | 75.34% |
June 30, 2022 | 75.34% |
May 31, 2022 | 75.34% |
April 30, 2022 | 75.34% |
Date | Value |
---|---|
March 31, 2022 | 75.34% |
February 28, 2022 | 75.34% |
January 31, 2022 | 75.34% |
December 31, 2021 | 75.34% |
November 30, 2021 | 75.34% |
October 31, 2021 | 75.34% |
September 30, 2021 | 75.34% |
August 31, 2021 | 75.34% |
July 31, 2021 | 75.34% |
June 30, 2021 | 75.34% |
May 31, 2021 | 75.34% |
April 30, 2021 | 75.34% |
March 31, 2021 | 75.34% |
February 28, 2021 | 75.34% |
January 31, 2021 | 75.34% |
December 31, 2020 | 75.34% |
November 30, 2020 | 75.34% |
October 31, 2020 | 75.34% |
September 30, 2020 | 75.34% |
August 31, 2020 | 75.34% |
July 31, 2020 | 75.34% |
June 30, 2020 | 75.34% |
May 31, 2020 | 69.82% |
April 30, 2020 | 69.82% |
March 31, 2020 | 66.01% |
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
54.56%
Minimum
May 2019
99.28%
Maximum
Jan 2024
74.11%
Average
75.34%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
Alsea SAB de CV | 86.14% |
Betterware de Mexico SAPI de CV | -- |
Nemak SAB de CV | -- |
Grupo Gigante SAB de CV | 56.44% |
Grupo Posadas SAB de CV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.541 |
Beta (5Y) | -0.125 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 2.89K% |
Historical Sharpe Ratio (5Y) | -0.0021 |
Historical Sortino (5Y) | -0.1277 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.18% |