Grupo Aeroportuario del Pacifico SAB de CV (PAC)
173.10
-4.13
(-2.33%)
USD |
NYSE |
Sep 26, 16:00
173.24
+0.14
(+0.08%)
Pre-Market: 20:00
Grupo Aeroportuario del Pacifico Max Drawdown (5Y): 66.65% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2023 | 66.65% |
July 31, 2023 | 66.65% |
June 30, 2023 | 66.65% |
May 31, 2023 | 66.65% |
April 30, 2023 | 66.65% |
March 31, 2023 | 66.65% |
February 28, 2023 | 66.65% |
January 31, 2023 | 66.65% |
December 31, 2022 | 66.65% |
November 30, 2022 | 66.65% |
October 31, 2022 | 66.65% |
September 30, 2022 | 66.65% |
August 31, 2022 | 66.65% |
July 31, 2022 | 66.65% |
June 30, 2022 | 66.65% |
May 31, 2022 | 66.65% |
April 30, 2022 | 66.65% |
March 31, 2022 | 66.65% |
February 28, 2022 | 66.65% |
January 31, 2022 | 66.65% |
December 31, 2021 | 66.65% |
November 30, 2021 | 66.65% |
October 31, 2021 | 66.65% |
September 30, 2021 | 66.65% |
August 31, 2021 | 66.65% |
Date | Value |
---|---|
July 31, 2021 | 66.65% |
June 30, 2021 | 66.65% |
May 31, 2021 | 66.65% |
April 30, 2021 | 66.65% |
March 31, 2021 | 66.65% |
February 28, 2021 | 66.65% |
January 31, 2021 | 66.65% |
December 31, 2020 | 66.65% |
November 30, 2020 | 66.65% |
October 31, 2020 | 66.65% |
September 30, 2020 | 66.65% |
August 31, 2020 | 66.65% |
July 31, 2020 | 66.65% |
June 30, 2020 | 66.65% |
May 31, 2020 | 66.65% |
April 30, 2020 | 66.65% |
March 31, 2020 | 66.65% |
February 29, 2020 | 40.06% |
January 31, 2020 | 40.06% |
December 31, 2019 | 40.06% |
November 30, 2019 | 40.06% |
October 31, 2019 | 40.06% |
September 30, 2019 | 40.06% |
August 31, 2019 | 40.06% |
July 31, 2019 | 40.06% |
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
31.05%
Minimum
Sep 2018
66.65%
Maximum
Mar 2020
58.37%
Average
66.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.104 |
Beta (5Y) | 1.265 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.79% |
Historical Sharpe Ratio (5Y) | 0.6023 |
Historical Sortino (5Y) | 0.6701 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.60% |