Arca Continental SAB de CV (EMBVF)
8.20
-0.20
(-2.44%)
USD |
OTCM |
Nov 21, 16:00
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% |