Fondo Value Monterrey SA de CV S.I.R.V.
Ticker
VALUEV5B.MX
ISIN
MX01OM00001
Price
MXN 1.54
Change Today
-
Price 1 year ago
1.54 / -0.381 %
Morningstar
-
52 Week Low
1.52
52 Week High
1.55
200 Day Moving Average 1.54
1.54
50-day Moving Average
1.54
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.21 |
| Sortino Ratio | 0.06 |
| Maximum Drawdown | -14.26% |
| Maximum Drawdown Date | 2025-04-09 |
| Calmar Ratio | -0.21 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.69 |
| Volatility | 15.871% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | -0.839% |
| Average Annual Volatility | 2.524% |
| Sharpe Ratio | -0.33 |
| Sortino Ratio | -0.49 |
| Maximum Drawdown | -2.0% |
| Maximum Drawdown Date | 2026-02-16 |
| Calmar Ratio | 2.40 |
Company information
Summary
-
Market
MX
Category
UK Equity Income
Expense Ratio
3.58%
Fund family
-
Morningstar
-
Yield
-
Exchange
MEX
| Sector | Weight |
|---|---|
| Energy | 81.64% |
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Healthcare | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AXTLF.MX | Axtel SAB de CV CPO Terms:7 Shs B | 14.2% |
| GCWOF.MX | Grupo Cementos de Chihuahua SAB de CV | 12.65% |
| C | Citigroup Inc | 11.4% |
| CXMSF.MX | Cemex SAB de CV CPO Terms:2 Shs-A- & 1 Shs-B- | 11.22% |
| OMA B.MX | Grupo Aeroportuario del Centro Norte SAB de CV | 10.69% |
| WYNN | Wynn Resorts Ltd | 9.8% |
| TMM DIVISION MARITIMA S.A DE C..V TRANSPORTACION MARíTIMA MEXICANA S.A DE C | 8.38% | |
| PEGFF.TO | Pacific Exploration & Production Corp | 7.56% |
| GUFAF.MX | Grupo Famsa SAB de CV Class A | 5.59% |
| VITOF.MX | Vitro SAB de CV Class A | 3.19% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| AVUV | Avantis U.S. Small Cap Value ETF | US025072877 | PCX | 0.25% | 4 | +19.40 | -- |
| DFAT | Dimensional U.S. Targeted Value ETF | US25434V609 | PCX | 0.29% | 4 | +17.30 | |
| DSTL | Distillate U.S. Fundamental Stability & Value ETF | US26922A321 | PCX | 0.39% | 5 | +7.54 | -- |
| FVD | First Trust Value Line Dividend Index Fund | US33734H106 | PCX | 0.67% | 4 | +5.11 | |
| IEVL.L | iShares Edge MSCI Europe Value Factor UCITS ETF | IE00BG13YH4 | LSE | 0.25% | 4 | ||
| IJS | iShares S&P Small-Cap 600 Value ETF | US4642878791 | PCX | 0.18% | 4 | +14.11 | |
| IUSV | iShares Core S&P U.S. Value ETF | US4642876639 | NGM | 0.04% | 4 | +10.69 | |
| IVE | iShares S&P 500 Value ETF | US4642874089 | PCX | 0.18% | 4 | +10.14 | |
| MDYV | SPDR S&P 400 Mid Cap Value ETF | US78464A839 | PCX | 0.15% | 4 | +17.25 | |
| MGV | Vanguard Mega Cap Value Index Fund | US921910840 | PCX | 0.07% | 5 | +7.30 | |
| SLYV | SPDR S&P 600 Small Cap Value ETF | US78464A300 | PCX | 0.15% | 4 | +14.24 | |
| SPYV | SPDR Portfolio S&P 500 Value ETF | NUS78464A50 | PCX | 0.04% | 4 | +10.26 | |
| VBR | Vanguard Small Cap Value Index Fund | IE00B42W3S0 | PCX | 0.07% | 4 | +13.21 | |
| VOE | Vanguard Mid-Cap Value Index Fund | US922908512 | PCX | 0.07% | 4 | +9.69 | |
| VOOV | Vanguard S&P 500 Value Index Fund | US921932703 | PCX | 0.10% | 4 | +10.20 | |
| VTV | Vanguard Value Index Fund | US922908744 | PCX | 0.04% | 5 | +8.05 | |
| XSVM | Invesco S&P SmallCap Value with Momentum ETF | US46137V480 | PCX | 0.36% | 4 | +10.74 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend. - Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend. - Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction. - Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend. - Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce. - Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk. - Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.