Mexico Equity and Income Fund Inc (MXE)
8.61
+0.05
(+0.62%)
USD |
NYSE |
Nov 15, 16:00
8.60
-0.01
(-0.12%)
After-Hours: 20:00
MXE Max Drawdown (5Y): 52.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.05% |
| September 30, 2024 | 52.05% |
| August 31, 2024 | 52.05% |
| July 31, 2024 | 52.05% |
| June 30, 2024 | 52.05% |
| May 31, 2024 | 52.05% |
| April 30, 2024 | 52.05% |
| March 31, 2024 | 52.05% |
| February 29, 2024 | 52.05% |
| January 31, 2024 | 52.05% |
| December 31, 2023 | 52.05% |
| November 30, 2023 | 52.05% |
| October 31, 2023 | 52.05% |
| September 30, 2023 | 52.05% |
| August 31, 2023 | 52.05% |
| July 31, 2023 | 52.05% |
| June 30, 2023 | 52.05% |
| May 31, 2023 | 52.05% |
| April 30, 2023 | 52.05% |
| March 31, 2023 | 52.05% |
| February 28, 2023 | 52.05% |
| January 31, 2023 | 52.05% |
| December 31, 2022 | 52.05% |
| November 30, 2022 | 52.05% |
| October 31, 2022 | 52.05% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.05% |
| August 31, 2022 | 52.05% |
| July 31, 2022 | 52.05% |
| June 30, 2022 | 52.05% |
| May 31, 2022 | 52.05% |
| April 30, 2022 | 52.05% |
| March 31, 2022 | 52.05% |
| February 28, 2022 | 52.05% |
| January 31, 2022 | 52.05% |
| December 31, 2021 | 52.05% |
| November 30, 2021 | 52.05% |
| October 31, 2021 | 52.05% |
| September 30, 2021 | 52.05% |
| August 31, 2021 | 52.05% |
| July 31, 2021 | 52.05% |
| June 30, 2021 | 52.05% |
| May 31, 2021 | 52.05% |
| April 30, 2021 | 52.05% |
| March 31, 2021 | 52.05% |
| February 28, 2021 | 52.05% |
| January 31, 2021 | 52.05% |
| December 31, 2020 | 52.05% |
| November 30, 2020 | 52.05% |
| October 31, 2020 | 52.05% |
| September 30, 2020 | 52.05% |
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
40.22%
Minimum
Nov 2019
52.05%
Maximum
Mar 2020
51.26%
Average
52.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Mexico Fund Inc | 58.72% |
| VanEck Africa ETF | 53.35% |
| Franklin FTSE Mexico ETF | 50.10% |
| iShares MSCI Peru ETF | 50.95% |
| iShares MSCI Ireland ETF | 46.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.30 |
| Beta (5Y) | 1.236 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.390 |
| Beta (vs YCharts Benchmark) (5Y) | 0.966 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.52% |
| Historical Sharpe Ratio (5Y) | -0.1991 |
| Historical Sortino (5Y) | -0.2294 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.17% |