America Movil SAB de CV (AMX)
19.64
-0.06
(-0.28%)
USD |
NYSE |
May 07, 14:41
America Movil Max Drawdown (5Y): 44.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 44.58% |
| March 31, 2024 | 44.58% |
| February 29, 2024 | 44.58% |
| January 31, 2024 | 44.58% |
| December 31, 2023 | 44.58% |
| November 30, 2023 | 44.58% |
| October 31, 2023 | 44.58% |
| September 30, 2023 | 44.58% |
| August 31, 2023 | 48.22% |
| July 31, 2023 | 48.22% |
| June 30, 2023 | 48.22% |
| May 31, 2023 | 48.22% |
| April 30, 2023 | 48.22% |
| March 31, 2023 | 48.22% |
| February 28, 2023 | 48.22% |
| January 31, 2023 | 48.22% |
| December 31, 2022 | 48.22% |
| November 30, 2022 | 48.22% |
| October 31, 2022 | 48.22% |
| September 30, 2022 | 48.22% |
| August 31, 2022 | 48.22% |
| July 31, 2022 | 48.22% |
| June 30, 2022 | 48.22% |
| May 31, 2022 | 48.22% |
| April 30, 2022 | 48.22% |
| Date | Value |
|---|---|
| March 31, 2022 | 48.22% |
| February 28, 2022 | 48.22% |
| January 31, 2022 | 48.22% |
| December 31, 2021 | 49.85% |
| November 30, 2021 | 52.24% |
| October 31, 2021 | 52.24% |
| September 30, 2021 | 53.73% |
| August 31, 2021 | 55.81% |
| July 31, 2021 | 55.81% |
| June 30, 2021 | 56.78% |
| May 31, 2021 | 56.78% |
| April 30, 2021 | 56.78% |
| March 31, 2021 | 56.78% |
| February 28, 2021 | 56.78% |
| January 31, 2021 | 56.78% |
| December 31, 2020 | 56.78% |
| November 30, 2020 | 56.78% |
| October 31, 2020 | 56.78% |
| September 30, 2020 | 56.78% |
| August 31, 2020 | 56.78% |
| July 31, 2020 | 56.78% |
| June 30, 2020 | 56.78% |
| May 31, 2020 | 56.78% |
| April 30, 2020 | 56.78% |
| March 31, 2020 | 56.78% |
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
44.58%
Minimum
Sep 2023
56.78%
Maximum
May 2019
51.95%
Average
52.24%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.400 |
| Beta (5Y) | 0.9612 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.95% |
| Historical Sharpe Ratio (5Y) | 0.2108 |
| Historical Sortino (5Y) | 0.3217 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.85% |