Arca Continental SAB de CV (EMBVF)
8.42
-0.12
(-1.41%)
USD |
OTCM |
Nov 05, 14:50
Arca Continental Max Drawdown (5Y): 53.75% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 53.75% |
| August 31, 2024 | 53.75% |
| July 31, 2024 | 53.75% |
| June 30, 2024 | 53.75% |
| May 31, 2024 | 53.75% |
| April 30, 2024 | 53.75% |
| March 31, 2024 | 53.75% |
| February 29, 2024 | 53.75% |
| January 31, 2024 | 53.75% |
| December 31, 2023 | 53.75% |
| November 30, 2023 | 54.40% |
| October 31, 2023 | 54.40% |
| September 30, 2023 | 54.40% |
| August 31, 2023 | 54.40% |
| July 31, 2023 | 54.40% |
| June 30, 2023 | 54.40% |
| May 31, 2023 | 54.40% |
| April 30, 2023 | 54.40% |
| March 31, 2023 | 54.40% |
| February 28, 2023 | 54.40% |
| January 31, 2023 | 54.40% |
| December 31, 2022 | 54.40% |
| November 30, 2022 | 54.40% |
| October 31, 2022 | 54.40% |
| September 30, 2022 | 54.40% |
| Date | Value |
|---|---|
| August 31, 2022 | 54.40% |
| July 31, 2022 | 54.40% |
| June 30, 2022 | 54.40% |
| May 31, 2022 | 54.40% |
| April 30, 2022 | 54.40% |
| March 31, 2022 | 54.40% |
| February 28, 2022 | 54.40% |
| January 31, 2022 | 54.40% |
| December 31, 2021 | 54.40% |
| November 30, 2021 | 54.40% |
| October 31, 2021 | 54.40% |
| September 30, 2021 | 54.40% |
| August 31, 2021 | 54.40% |
| July 31, 2021 | 54.40% |
| June 30, 2021 | 54.40% |
| May 31, 2021 | 54.40% |
| April 30, 2021 | 54.40% |
| March 31, 2021 | 54.40% |
| February 28, 2021 | 54.40% |
| January 31, 2021 | 54.40% |
| December 31, 2020 | 54.40% |
| November 30, 2020 | 54.40% |
| October 31, 2020 | 54.40% |
| September 30, 2020 | 54.40% |
| August 31, 2020 | 54.40% |
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
53.75%
Minimum
Dec 2023
54.40%
Maximum
Nov 2019
54.29%
Average
54.40%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Fomento Economico Mexicano SAB de CV | 45.46% |
| Becle SAB de CV | 56.13% |
| Coca-Cola Femsa SAB de CV | 99.99% |
| BBB Foods Inc | -- |
| Organizacion Cultiba SAB de CV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.043 |
| Beta (5Y) | 0.7515 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.04% |
| Historical Sharpe Ratio (5Y) | 0.4765 |
| Historical Sortino (5Y) | 0.6974 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.55% |