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MX FVC (quality)

Live paper-track since 15 Jun 2026
Today+1.1%
Backtest CAGR+0.8%
Sharpe0.13
maxDD-14.3%
vol13.0%
edge vs ^MXX-6.6%
avg correlation0.16
Backtest vs ^MXX
By calendar year vs MXX
YearStratMXXΔ
2026*-0.6%+2.2%-2.8%
2025+15.5%+29.9%-14.4%
2024-10.3%-13.4%+3.1%
2023*+0.0%+7.6%-7.6%
* partial year

How it works

Mexican non-financials by fundamental value-creation (FVC). Equal weight.

Performance vs index

PeriodStrategy^MXXvs index
Day+1.1%+2.1%-1.0%
Week+2.0%+2.1%-0.1%
Month-1.9%-2.3%+0.5%

Portfolio (6 Aug 2026)

#HoldingWeightDayscore
1ALSEA
fundamental value-creation +53%.
10.0%+1.2%53%
2GMEXICOB
fundamental value-creation +25%.
10.0%+6.2%25%
3FEMSAUBD
fundamental value-creation +14%.
10.0%+1.5%14%
4BIMBOA
fundamental value-creation +12%.
10.0%+2.2%12%
5AMXB
fundamental value-creation +4%.
10.0%+1.4%4%
6KOFUBL
fundamental value-creation +1%.
10.0%-1.2%1%
7WALMEX
fundamental value-creation -0%.
10.0%-2.2%-0%
8AC
fundamental value-creation -1%.
10.0%+1.6%-1%
9ASURB
fundamental value-creation -8%.
10.0%+0.8%-8%
10LIVEPOLC-1
fundamental value-creation -9%.
10.0%-0.2%-9%

Signal feed / trades

RebalanceSignalHoldingPrice (MXN)WeightResult
6 Aug 2026BuyALSEA
fundamental value-creation +53%.
41.8010.0%
SellORBIA
Orbia Advance Corporation, S.A.B. de C.V.
dropped out of the top ranking (entry score was 62%)
24.02+5.7%
28 Jul 2026BuyLIVEPOLC-1
El Puerto de Liverpool, S.A.B. de C.V.
fundamental value-creation -10%.
103.0810.0%
SellGCARSOA1
Grupo Carso, S.A.B. de C.V.
dropped out of the top ranking (entry score was -1%)
152.00+9.6%
12 Jul 2026BuyORBIA
Orbia Advance Corporation, S.A.B. de C.V.
fundamental value-creation +66%.
22.7310.0%
SellLIVEPOLC-1
El Puerto de Liverpool, S.A.B. de C.V.
dropped out of the top ranking (entry score was -11%)
99.69-1.4%
19 Jun 2026BuyBIMBOA
Grupo Bimbo, S.A.B. de C.V.
fundamental value-creation +16%.
58.9210.0%
BuyWALMEX
Walmart de México y Centroamérica, S.A.B. de C.V.
fundamental value-creation -1%.
50.9610.0%
16 Jun 2026SellWALMEX
Walmart de México y Centroamérica, S.A.B. de C.V.
dropped out of the top ranking (entry score was -4%)
52.22-0.9%
15 Jun 2026
initial book
BuyFEMSAUBD
Fomento Economico Mexicano (FEMSA)
fundamental value-creation +86%.
214.4811.1%
BuyGMEXICOB
Grupo Mexico (GMEXICOB)
fundamental value-creation +30%.
214.1711.1%
BuyAC
Arca Continental (AC)
fundamental value-creation +9%.
209.6811.1%
BuyLIVEPOLC-1
El Puerto de Liverpool, S.A.B. de C.V.
fundamental value-creation +7%.
101.1311.1%
BuyAMXB
America Movil (AMX)
fundamental value-creation +6%.
23.1511.1%
BuyWALMEX
Walmart de México y Centroamérica, S.A.B. de C.V.
fundamental value-creation -4%.
52.6911.1%
BuyKOFUBL
Coca-Cola FEMSA, S.A.B. de C.V.
fundamental value-creation -10%.
183.1011.1%
BuyGCARSOA1
Grupo Carso, S.A.B. de C.V.
fundamental value-creation -21%.
138.7111.1%
BuyASURB
Grupo Aeroportuario del Sureste (ASUR)
fundamental value-creation -50%.
518.5311.1%

Prices are the frozen close on the signal date — the price at which the live paper-book starts (buy) or stops (sell) holding the position. Sell result is the price change from the position's own buy signal, dividends not included.