Coca-Cola Femsa SAB de CV (KOF)
81.33
+0.76
(+0.94%)
USD |
NYSE |
Nov 05, 16:00
81.33
0.00 (0.00%)
After-Hours: 19:17
Coca-Cola Femsa Max Drawdown (5Y): 54.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 54.99% |
September 30, 2024 | 54.99% |
August 31, 2024 | 54.99% |
July 31, 2024 | 54.99% |
June 30, 2024 | 54.99% |
May 31, 2024 | 54.99% |
April 30, 2024 | 54.99% |
March 31, 2024 | 54.99% |
February 29, 2024 | 54.99% |
January 31, 2024 | 54.99% |
December 31, 2023 | 54.99% |
November 30, 2023 | 54.99% |
October 31, 2023 | 54.99% |
September 30, 2023 | 54.99% |
August 31, 2023 | 54.99% |
July 31, 2023 | 54.99% |
June 30, 2023 | 54.99% |
May 31, 2023 | 54.99% |
April 30, 2023 | 56.12% |
March 31, 2023 | 56.47% |
February 28, 2023 | 56.74% |
January 31, 2023 | 56.74% |
December 31, 2022 | 56.74% |
November 30, 2022 | 56.74% |
October 31, 2022 | 56.74% |
Date | Value |
---|---|
September 30, 2022 | 57.69% |
August 31, 2022 | 58.46% |
July 31, 2022 | 58.46% |
June 30, 2022 | 58.46% |
May 31, 2022 | 58.46% |
April 30, 2022 | 58.46% |
March 31, 2022 | 58.46% |
February 28, 2022 | 58.46% |
January 31, 2022 | 58.46% |
December 31, 2021 | 59.02% |
November 30, 2021 | 61.76% |
October 31, 2021 | 63.57% |
September 30, 2021 | 63.57% |
August 31, 2021 | 63.57% |
July 31, 2021 | 63.57% |
June 30, 2021 | 63.57% |
May 31, 2021 | 63.57% |
April 30, 2021 | 63.57% |
March 31, 2021 | 63.57% |
February 28, 2021 | 63.57% |
January 31, 2021 | 63.57% |
December 31, 2020 | 63.57% |
November 30, 2020 | 63.57% |
October 31, 2020 | 63.57% |
September 30, 2020 | 63.57% |
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
54.99%
Minimum
May 2023
63.57%
Maximum
Nov 2019
59.30%
Average
58.46%
Median
Jan 2022
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 | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0105 |
Beta (5Y) | 0.8675 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.04% |
Historical Sharpe Ratio (5Y) | 0.4144 |
Historical Sortino (5Y) | 0.5194 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.98% |