Foreign Trade Bank of Latin America Inc

10-Year Study

BLX.US · Financial Services · US · Common Stock

Executive Summary: Foreign Trade Bank of Latin America Inc has compounded at 14.8% annually over the last 10 years, with a maximum drawdown of 59.2% and an annualized volatility of 25.9%.

1Y CAGR
+46.6%
3Y CAGR
+51.7%
5Y CAGR
+38.0%
10Y CAGR
+14.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
59.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +60.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -31.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.74.72.19.4————————27.0%
20256.212.1-12.24.68.8-1.8-0.817.0-0.3-6.45.9-0.733.1%
2024-2.816.37.8-2.45.6-1.19.0-1.43.6-1.68.14.453.7%
20236.46.2-3.73.69.813.26.91.2-10.27.87.91.560.6%
2022-0.7-6.22.5-7.04.5-10.84.47.2-10.520.16.8-1.84.3%
2021-3.71.7-0.9-2.45.20.77.25.12.83.4-9.22.211.5%
2020-5.7-9.5-42.313.43.3-2.51.56.6-0.25.317.77.2-19.5%
20198.611.4-2.910.5-7.84.42.8-13.710.05.44.6-0.933.1%
201810.3-4.92.3-4.9-0.3-7.6-1.9-13.01.2-18.04.3-1.1-31.3%
2017-6.33.4-1.43.4-4.61.4-2.52.59.2-3.54.7-8.4-3.4%
2016———8.43.2-0.73.17.3-2.5-2.95.63.427.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 25.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 23.8% of variance. Idiosyncratic stock-specific factors contribute 32.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110837.913057112619
2016-05-0111181.52953627847
2016-06-0111106.111089334012
2016-07-0111449.727568499864
2016-08-0112280.820038414802
2016-09-0111978.989455528988
2016-10-0111630.277135353377
2016-11-0112281.447218846773
2016-12-0112695.464701501312
2017-01-0111892.830543687038
2017-02-0112299.478656265925
2017-03-0112128.96397632394
2017-04-0112539.923954372625
2017-05-0111965.975461565598
2017-06-0112134.451805103681
2017-07-0111831.366861353927
2017-08-0112123.63294265219
2017-09-0113238.838148249777
2017-10-0112778.409313629412
2017-11-0113384.73599623692
2017-12-0112263.258986319628
2018-01-0113530.633844224061
2018-02-0112863.157069499432
2018-03-0113163.419701305322
2018-04-0112512.171220257927
2018-05-0112477.04911606758
2018-06-0111530.555446670065
2018-07-0111315.902943828154
2018-08-019840.068989847518
2018-09-019959.076476813923
2018-10-018169.103523970052
2018-11-018519.462192779587
2018-12-018422.092430716162
2019-01-019142.644349496295
2019-02-0110184.46944455333
2019-03-019887.65630512328
2019-04-0110929.246207518327
2019-05-0110080.357492846224
2019-06-0110525.028419113325
2019-07-0110815.961741993651
2019-08-019328.916937791542
2019-09-0110260.201481713771
2019-10-0110813.061032495787
2019-11-0111305.71126180863
2019-12-0111206.146368233312
2020-01-0110566.657520285367
2020-02-019563.325624240522
2020-03-015514.405550546824
2020-04-016253.929677394066
2020-05-016462.075183254282
2020-06-016297.753910078006
2020-07-016390.890204225628
2020-08-016813.453020265767
2020-09-016796.675943710557
2020-10-017154.639175257732
2020-11-018419.897299204265
2020-12-019024.185645407862
2021-01-018687.86013876367
2021-02-018838.383442436596
2021-03-018763.121790600133
2021-04-018548.782877974209
2021-05-018991.572262945396
2021-06-019050.44882599663
2021-07-019704.127631217905
2021-08-0110196.307475206773
2021-09-0110483.164125279292
2021-10-0110841.754537258439
2021-11-019849.633491435068
2021-12-0110061.777272549098
2022-01-019989.024342440516
2022-02-019364.744619967858
2022-03-019597.036572458941
2022-04-018925.639920034495
2022-05-019323.507506565797
2022-06-018320.332405628944
2022-07-018683.940261063855
2022-08-019311.512680804359
2022-09-018329.34812433852
2022-10-0110006.663792089686
2022-11-0110683.469875739876
2022-12-0110495.629336364707
2023-01-0111162.949315981341
2023-02-0111856.140488416762
2023-03-0111414.997452079497
2023-04-0111822.194347536357
2023-05-0112983.262122221788
2023-06-0114695.229508839322
2023-07-0115704.284426325901
2023-08-0115892.908941241036
2023-09-0114276.664968052997
2023-10-0115385.206381560896
2023-11-0116604.837129081574
2023-12-0116856.96366273372
2024-01-0116386.81353141782
2024-02-0119057.739798518287
2024-03-0120549.33166085218
2024-04-0120050.17443455764
2024-05-0121179.412802320567
2024-06-0120939.437889537843
2024-07-0122816.745717533613
2024-08-0122505.115440398262
2024-09-0123323.507506565795
2024-10-0122950.178354435346
2024-11-0124820.587197679433
2024-12-0125913.370702834072
2025-01-0127523.421269256403
2025-02-0130867.312139861235
2025-03-0127091.529144290704
2025-04-0128349.88828348556
2025-05-0130840.108188624512
2025-06-0130298.773078279955
2025-07-0130043.197052251966
2025-08-0135164.04688173729
2025-09-0135042.06028771902
2025-10-0132785.70028615108
2025-11-0134712.86895848849
2025-12-0134480.96899376739
2026-01-0137472.933244482774
2026-02-0139222.296264356555
2026-03-0140045.47058131786
2026-04-0143800.71341774136
Annual Return Matrix
YearAnnual Return
2017-0.03404410357114185
2018-0.31322559198077016
20190.3305655881148304
2020-0.19471106758080314
20210.11497897626576781
20220.043118830010207
20230.6060936531293648
20240.5372501964942635
20250.33062461804694143
20260.27028661594917947
Total Factor Risk
0.25887826932283753
VTI.US Exposure
-0.1045468884280539
VEA.US Exposure
0.12548118435268765
VWO.US Exposure
0.003457345801012548
QQQ.US Exposure
0.05993033044115478
VTV.US Exposure
0.1519573303701481
IJR.US Exposure
0.009132939920770413
QUAL.US Exposure
-0.04484211014106566
SHV.US Exposure
0.23815869160556408
TLT.US Exposure
0.023872817919579393
LQD.US Exposure
-0.0031994572173140194
HYG.US Exposure
0.04688650447611082
GLD.US Exposure
-0.005532150346827283
USO.US Exposure
0.0002087707109376866
VNQ.US Exposure
0.03463257716846856
BTC-USD.CC Exposure
0.021738021101635363
CPER.US Exposure
-0.010392379659847522
VIX.INDX Exposure
0.02364624041889994
UUP.US Exposure
0.006971464189225307
TIP.US Exposure
0.09936137838994995
Idiosyncratic Exposure
0.32307738892696375
Value Score
46.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
58.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →8.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.90%
Market Cap$2.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$539
Avg Yield on Cost
5.39%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$538.985.39%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+11.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+23.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Foreign Trade Bank of Latin America Inc a high-risk investment?

Foreign Trade Bank of Latin America Inc (BLX.US) has an annualized volatility of 25.9% and experienced a maximum drawdown of 59.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BLX.US?

Over the past 10 years, BLX.US has generated a Compound Annual Growth Rate (CAGR) of 14.8%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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