Grupo Nutresa SA (GCHOY)
11.25
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Grupo Nutresa Max Drawdown (5Y): 65.39% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.39% |
March 31, 2024 | 65.39% |
February 29, 2024 | 65.39% |
January 31, 2024 | 65.39% |
December 31, 2023 | 65.39% |
November 30, 2023 | 65.39% |
October 31, 2023 | 65.39% |
September 30, 2023 | 65.39% |
August 31, 2023 | 65.39% |
July 31, 2023 | 65.39% |
June 30, 2023 | 65.39% |
May 31, 2023 | 65.39% |
April 30, 2023 | 65.39% |
March 31, 2023 | 65.39% |
February 28, 2023 | 65.39% |
January 31, 2023 | 65.39% |
December 31, 2022 | 65.39% |
November 30, 2022 | 65.39% |
October 31, 2022 | 65.39% |
September 30, 2022 | 65.39% |
August 31, 2022 | 65.39% |
July 31, 2022 | 65.39% |
June 30, 2022 | 65.39% |
May 31, 2022 | 65.39% |
April 30, 2022 | 65.39% |
Date | Value |
---|---|
March 31, 2022 | 65.39% |
February 28, 2022 | 65.39% |
January 31, 2022 | 65.39% |
December 31, 2021 | 65.39% |
November 30, 2021 | 65.39% |
October 31, 2021 | 65.39% |
September 30, 2021 | 65.39% |
August 31, 2021 | 65.39% |
July 31, 2021 | 61.04% |
June 30, 2021 | 61.04% |
May 31, 2021 | 61.04% |
April 30, 2021 | 61.04% |
March 31, 2021 | 61.04% |
February 28, 2021 | 61.04% |
January 31, 2021 | 61.04% |
December 31, 2020 | 61.04% |
November 30, 2020 | 61.04% |
October 31, 2020 | 61.04% |
September 30, 2020 | 65.55% |
August 31, 2020 | 65.55% |
July 31, 2020 | 65.55% |
June 30, 2020 | 65.55% |
May 31, 2020 | 65.55% |
April 30, 2020 | 65.55% |
March 31, 2020 | 65.55% |
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
61.04%
Minimum
Oct 2020
65.55%
Maximum
May 2019
64.71%
Average
65.39%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Acme United Corp | 52.48% |
Planet Green Holdings Corp | 96.66% |
Better Choice Co Inc | 99.85% |
Splash Beverage Group Inc | 98.49% |
Fresh Vine Wine Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.404 |
Beta (5Y) | 0.1695 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.79% |
Historical Sharpe Ratio (5Y) | 0.0717 |
Historical Sortino (5Y) | 0.1672 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.85% |