Fomento Economico Mexicano SAB de CV (FMX)
121.39
+0.08
(+0.07%)
USD |
NYSE |
May 10, 13:21
Fomento Economico Mexicano Max Drawdown (5Y): 45.46% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 45.46% |
March 31, 2024 | 45.46% |
February 29, 2024 | 45.46% |
January 31, 2024 | 45.46% |
December 31, 2023 | 45.46% |
November 30, 2023 | 45.46% |
October 31, 2023 | 45.46% |
September 30, 2023 | 45.46% |
August 31, 2023 | 45.46% |
July 31, 2023 | 45.46% |
June 30, 2023 | 45.46% |
May 31, 2023 | 45.46% |
April 30, 2023 | 45.46% |
March 31, 2023 | 45.46% |
February 28, 2023 | 45.46% |
January 31, 2023 | 45.46% |
December 31, 2022 | 45.46% |
November 30, 2022 | 45.46% |
October 31, 2022 | 45.46% |
September 30, 2022 | 45.46% |
August 31, 2022 | 45.46% |
July 31, 2022 | 45.46% |
June 30, 2022 | 45.46% |
May 31, 2022 | 45.46% |
April 30, 2022 | 45.46% |
Date | Value |
---|---|
March 31, 2022 | 45.46% |
February 28, 2022 | 45.46% |
January 31, 2022 | 45.46% |
December 31, 2021 | 45.46% |
November 30, 2021 | 45.46% |
October 31, 2021 | 45.46% |
September 30, 2021 | 45.46% |
August 31, 2021 | 45.46% |
July 31, 2021 | 45.46% |
June 30, 2021 | 45.46% |
May 31, 2021 | 45.46% |
April 30, 2021 | 45.46% |
March 31, 2021 | 45.46% |
February 28, 2021 | 45.46% |
January 31, 2021 | 45.46% |
December 31, 2020 | 45.46% |
November 30, 2020 | 45.46% |
October 31, 2020 | 45.18% |
September 30, 2020 | 44.62% |
August 31, 2020 | 43.75% |
July 31, 2020 | 43.75% |
June 30, 2020 | 43.75% |
May 31, 2020 | 43.75% |
April 30, 2020 | 43.75% |
March 31, 2020 | 42.17% |
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
36.94%
Minimum
May 2019
45.46%
Maximum
Nov 2020
43.82%
Average
45.46%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Molson Coors Beverage Co | 67.73% |
Becle SAB de CV | 45.29% |
Arca Continental SAB de CV | 53.75% |
Coca-Cola Femsa SAB de CV | 99.99% |
BBB Foods Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.498 |
Beta (5Y) | 0.9515 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.58% |
Historical Sharpe Ratio (5Y) | 0.126 |
Historical Sortino (5Y) | 0.1839 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.87% |