Grupo Televisa SAB (TV)
2.07
+0.01
(+0.49%)
USD |
NYSE |
Nov 22, 16:00
2.07
0.00 (0.00%)
After-Hours: 20:00
Grupo Televisa Max Drawdown (5Y): 87.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.62% |
| September 30, 2024 | 87.62% |
| August 31, 2024 | 87.62% |
| July 31, 2024 | 87.62% |
| June 30, 2024 | 87.62% |
| May 31, 2024 | 87.62% |
| April 30, 2024 | 87.62% |
| March 31, 2024 | 87.62% |
| February 29, 2024 | 87.62% |
| January 31, 2024 | 87.62% |
| December 31, 2023 | 87.62% |
| November 30, 2023 | 87.62% |
| October 31, 2023 | 87.62% |
| September 30, 2023 | 87.62% |
| August 31, 2023 | 87.62% |
| July 31, 2023 | 87.62% |
| June 30, 2023 | 87.62% |
| May 31, 2023 | 87.62% |
| April 30, 2023 | 87.62% |
| March 31, 2023 | 87.62% |
| February 28, 2023 | 87.62% |
| January 31, 2023 | 87.62% |
| December 31, 2022 | 87.62% |
| November 30, 2022 | 87.62% |
| October 31, 2022 | 87.62% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.62% |
| August 31, 2022 | 87.62% |
| July 31, 2022 | 87.62% |
| June 30, 2022 | 87.62% |
| May 31, 2022 | 87.62% |
| April 30, 2022 | 87.62% |
| March 31, 2022 | 87.62% |
| February 28, 2022 | 87.62% |
| January 31, 2022 | 87.62% |
| December 31, 2021 | 87.62% |
| November 30, 2021 | 87.62% |
| October 31, 2021 | 87.62% |
| September 30, 2021 | 87.62% |
| August 31, 2021 | 87.62% |
| July 31, 2021 | 87.62% |
| June 30, 2021 | 87.62% |
| May 31, 2021 | 87.62% |
| April 30, 2021 | 87.62% |
| March 31, 2021 | 87.62% |
| February 28, 2021 | 87.62% |
| January 31, 2021 | 87.62% |
| December 31, 2020 | 87.62% |
| November 30, 2020 | 87.62% |
| October 31, 2020 | 87.62% |
| September 30, 2020 | 87.62% |
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
80.26%
Minimum
Nov 2019
87.62%
Maximum
May 2020
87.12%
Average
87.62%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| America Movil SAB de CV | 45.98% |
| Tv Azteca SAB de CV | 99.99% |
| Megacable Holdings SAB de CV | 74.68% |
| Corporacion Interamericana de Entretenimiento SAB de CV | -- |
| Globalstar Inc | 92.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.75 |
| Beta (5Y) | 1.912 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.69% |
| Historical Sharpe Ratio (5Y) | -0.467 |
| Historical Sortino (5Y) | -0.7883 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.18% |