Controladora Vuela Compania de Aviacion SAB de CV (VLRS)

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Controladora Vuela Compania de Aviacion Max Drawdown (5Y): 85.92% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Grupo Aeroportuario del Sureste SAB de CV 61.39%
Grupo Aeroportuario del Centro Norte SAB de CV 68.88%
Grupo Aeroportuario del Pacifico SAB de CV 66.65%
Promotora Y Operadora de Infraestructura SAB de CV 59.75%
Grupo TMM SA 83.56%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -40.71
Beta (5Y) 2.424
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 68.12%
Historical Sharpe Ratio (5Y) -0.1223
Historical Sortino (5Y) -0.1805
Monthly Value at Risk (VaR) 5% (5Y Lookback) 26.81%