Wal-Mart de México SAB de CV (WMMVF)
2.882
-0.04
(-1.52%)
USD |
OTCM |
Jun 09, 16:00
Wal-Mart de México Max Drawdown (5Y) : 39.25% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 39.25% |
| April 30, 2026 | 39.25% |
| March 31, 2026 | 39.25% |
| February 28, 2026 | 39.25% |
| January 31, 2026 | 39.25% |
| December 31, 2025 | 39.25% |
| November 30, 2025 | 39.25% |
| October 31, 2025 | 39.25% |
| September 30, 2025 | 39.25% |
| August 31, 2025 | 39.25% |
| July 31, 2025 | 39.25% |
| June 30, 2025 | 39.25% |
| May 31, 2025 | 39.25% |
| April 30, 2025 | 39.25% |
| March 31, 2025 | 39.25% |
| February 28, 2025 | 39.25% |
| January 31, 2025 | 39.25% |
| December 31, 2024 | 39.25% |
| November 30, 2024 | 39.25% |
| October 31, 2024 | 35.08% |
| September 30, 2024 | 33.33% |
| August 31, 2024 | 33.33% |
| July 31, 2024 | 33.33% |
| June 30, 2024 | 33.33% |
| May 31, 2024 | 33.33% |
| Date | Value |
|---|---|
| April 30, 2024 | 33.33% |
| March 31, 2024 | 33.33% |
| February 29, 2024 | 33.33% |
| January 31, 2024 | 33.33% |
| December 31, 2023 | 33.33% |
| November 30, 2023 | 33.33% |
| October 31, 2023 | 33.33% |
| September 30, 2023 | 33.33% |
| August 31, 2023 | 33.33% |
| July 31, 2023 | 33.33% |
| June 30, 2023 | 33.33% |
| May 31, 2023 | 33.33% |
| April 30, 2023 | 33.33% |
| March 31, 2023 | 33.33% |
| February 28, 2023 | 33.33% |
| January 31, 2023 | 33.33% |
| December 31, 2022 | 33.33% |
| November 30, 2022 | 33.33% |
| October 31, 2022 | 33.33% |
| September 30, 2022 | 33.33% |
| August 31, 2022 | 33.33% |
| July 31, 2022 | 33.33% |
| June 30, 2022 | 33.33% |
| May 31, 2022 | 33.33% |
| April 30, 2022 | 33.33% |
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
| La Comer SAB de CV | 37.01% |
| Grupo Comercial Chedraui SAB de CV | 47.47% |
| Organización Soriana SAB de CV | 60.05% |
| BBB Foods, Inc. | -- |
| Costco Wholesale Corp. | 31.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.989 |
| Beta (5Y) | 0.6724 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.04% |
| Historical Sharpe Ratio (5Y) | -0.0802 |
| Historical Sortino (5Y) | -0.1387 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.03% |