Mexico Equity And Income Fund Inc (MXE)
12.88
+0.04
(+0.31%)
USD |
NYSE |
Jan 20, 16:00
12.88
0.00 (0.00%)
After-Hours: 20:00
MXE Max Drawdown (5Y): 42.10% for Dec. 31, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Mexico Fund Inc | 30.70% |
| iShares MSCI UAE ETF | 27.43% |
| iShares MSCI Saudi Arabia ETF | 28.10% |
| iShares MSCI South Africa ETF | 34.89% |
| Franklin FTSE Saudi Arabia ETF | 27.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.816 |
| Beta (5Y) | 1.112 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.833 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8891 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.59% |
| Historical Sharpe Ratio (5Y) | 0.1437 |
| Historical Sortino (5Y) | 0.2063 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.29% |