Coca-Cola Femsa SAB de CV (COCSF)
8.10
-0.02
(-0.18%)
USD |
OTCM |
Nov 21, 16:00
Coca-Cola Femsa Max Drawdown (5Y): 99.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 99.99% |
September 30, 2024 | 99.99% |
August 31, 2024 | 99.99% |
July 31, 2024 | 99.99% |
June 30, 2024 | 99.99% |
May 31, 2024 | 99.99% |
April 30, 2024 | 99.99% |
March 31, 2024 | 99.99% |
February 29, 2024 | 99.99% |
January 31, 2024 | 99.99% |
December 31, 2023 | 99.99% |
November 30, 2023 | 99.99% |
October 31, 2023 | 99.99% |
September 30, 2023 | 99.99% |
August 31, 2023 | 99.99% |
July 31, 2023 | 99.99% |
June 30, 2023 | 99.99% |
May 31, 2023 | 99.99% |
April 30, 2023 | 99.99% |
March 31, 2023 | 99.99% |
February 28, 2023 | 99.99% |
January 31, 2023 | 99.99% |
December 31, 2022 | 99.99% |
November 30, 2022 | 99.99% |
October 31, 2022 | 99.99% |
Date | Value |
---|---|
September 30, 2022 | 99.99% |
August 31, 2022 | 99.99% |
July 31, 2022 | 99.99% |
June 30, 2022 | 99.99% |
May 31, 2022 | 99.99% |
April 30, 2022 | 99.99% |
March 31, 2022 | 99.99% |
February 28, 2022 | 99.99% |
January 31, 2022 | 99.99% |
December 31, 2021 | 99.99% |
November 30, 2021 | 99.99% |
October 31, 2021 | 99.99% |
September 30, 2021 | 99.99% |
August 31, 2021 | 99.99% |
July 31, 2021 | 99.99% |
June 30, 2021 | 99.99% |
May 31, 2021 | 99.99% |
April 30, 2021 | 99.99% |
March 31, 2021 | 99.99% |
February 28, 2021 | 99.99% |
January 31, 2021 | 62.51% |
December 31, 2020 | 62.51% |
November 30, 2020 | 62.51% |
October 31, 2020 | 62.51% |
September 30, 2020 | 62.51% |
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
62.51%
Minimum
Nov 2019
99.99%
Maximum
Feb 2021
90.62%
Average
99.99%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Fomento Economico Mexicano SAB de CV | 45.46% |
Becle SAB de CV | 56.13% |
Arca Continental SAB de CV | 53.75% |
BBB Foods Inc | -- |
Organizacion Cultiba SAB de CV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.8658 |
Beta (5Y) | 0.5516 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 197.0K% |
Historical Sortino (5Y) | 0.1227 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.63% |