Controladora Vuela Compania de Aviacion SAB de CV (VLRS)
7.42
+0.07
(+0.95%)
USD |
NYSE |
Mar 28, 16:00
7.41
-0.01
(-0.13%)
Pre-Market: 20:00
Controladora Vuela Compania de Aviacion Max Drawdown (5Y): 85.92% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 85.92% |
January 31, 2024 | 85.92% |
December 31, 2023 | 85.92% |
November 30, 2023 | 85.92% |
October 31, 2023 | 85.92% |
September 30, 2023 | 85.92% |
August 31, 2023 | 85.92% |
July 31, 2023 | 85.92% |
June 30, 2023 | 85.92% |
May 31, 2023 | 85.92% |
April 30, 2023 | 85.92% |
March 31, 2023 | 85.92% |
February 28, 2023 | 85.92% |
January 31, 2023 | 85.92% |
December 31, 2022 | 85.92% |
November 30, 2022 | 85.92% |
October 31, 2022 | 85.92% |
September 30, 2022 | 85.92% |
August 31, 2022 | 85.92% |
July 31, 2022 | 85.92% |
June 30, 2022 | 85.92% |
May 31, 2022 | 85.92% |
April 30, 2022 | 85.92% |
March 31, 2022 | 85.92% |
February 28, 2022 | 85.92% |
Date | Value |
---|---|
January 31, 2022 | 85.92% |
December 31, 2021 | 85.92% |
November 30, 2021 | 85.92% |
October 31, 2021 | 85.92% |
September 30, 2021 | 85.92% |
August 31, 2021 | 85.92% |
July 31, 2021 | 85.92% |
June 30, 2021 | 85.92% |
May 31, 2021 | 85.92% |
April 30, 2021 | 85.92% |
March 31, 2021 | 85.92% |
February 28, 2021 | 85.92% |
January 31, 2021 | 85.92% |
December 31, 2020 | 85.92% |
November 30, 2020 | 85.92% |
October 31, 2020 | 85.92% |
September 30, 2020 | 85.92% |
August 31, 2020 | 85.92% |
July 31, 2020 | 85.92% |
June 30, 2020 | 85.92% |
May 31, 2020 | 85.92% |
April 30, 2020 | 85.92% |
March 31, 2020 | 85.13% |
February 29, 2020 | 76.81% |
January 31, 2020 | 76.81% |
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
76.81%
Minimum
Mar 2019
85.92%
Maximum
Apr 2020
84.09%
Average
85.92%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -38.09 |
Beta (5Y) | 2.557 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.92% |
Historical Sharpe Ratio (5Y) | -0.0794 |
Historical Sortino (5Y) | -0.1122 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.81% |