Wal - Mart de Mexico SAB de CV (WMMVY)
25.34
-0.89
(-3.39%)
USD |
OTCM |
Nov 21, 16:00
Wal - Mart de Mexico Max Drawdown (5Y): 36.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.20% |
| September 30, 2024 | 35.25% |
| August 31, 2024 | 35.25% |
| July 31, 2024 | 35.25% |
| June 30, 2024 | 35.25% |
| May 31, 2024 | 35.25% |
| April 30, 2024 | 35.25% |
| March 31, 2024 | 35.25% |
| February 29, 2024 | 35.25% |
| January 31, 2024 | 35.25% |
| December 31, 2023 | 35.25% |
| November 30, 2023 | 35.25% |
| October 31, 2023 | 35.25% |
| September 30, 2023 | 35.25% |
| August 31, 2023 | 35.25% |
| July 31, 2023 | 35.25% |
| June 30, 2023 | 35.25% |
| May 31, 2023 | 35.25% |
| April 30, 2023 | 35.25% |
| March 31, 2023 | 35.25% |
| February 28, 2023 | 35.25% |
| January 31, 2023 | 35.25% |
| December 31, 2022 | 35.25% |
| November 30, 2022 | 35.25% |
| October 31, 2022 | 35.25% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.25% |
| August 31, 2022 | 35.25% |
| July 31, 2022 | 35.25% |
| June 30, 2022 | 35.25% |
| May 31, 2022 | 35.25% |
| April 30, 2022 | 35.25% |
| March 31, 2022 | 35.25% |
| February 28, 2022 | 35.25% |
| January 31, 2022 | 35.25% |
| December 31, 2021 | 35.25% |
| November 30, 2021 | 38.98% |
| October 31, 2021 | 45.36% |
| September 30, 2021 | 45.36% |
| August 31, 2021 | 45.36% |
| July 31, 2021 | 45.36% |
| June 30, 2021 | 45.36% |
| May 31, 2021 | 45.36% |
| April 30, 2021 | 45.36% |
| March 31, 2021 | 45.36% |
| February 28, 2021 | 45.36% |
| January 31, 2021 | 45.36% |
| December 31, 2020 | 45.36% |
| November 30, 2020 | 45.36% |
| October 31, 2020 | 45.36% |
| September 30, 2020 | 45.36% |
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
35.25%
Minimum
Dec 2021
45.36%
Maximum
Nov 2019
39.37%
Average
35.25%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| Fomento Economico Mexicano SAB de CV | 45.46% |
| Becle SAB de CV | 56.13% |
| Arca Continental SAB de CV | 53.75% |
| Coca-Cola Femsa SAB de CV | 99.99% |
| BBB Foods Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.83 |
| Beta (5Y) | 0.8724 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.74% |
| Historical Sharpe Ratio (5Y) | -0.0636 |
| Historical Sortino (5Y) | -0.0878 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.73% |