Grupo Financiero Banorte SAB de CV (GBOOF)
10.08
-0.32
(-3.10%)
USD |
OTCM |
May 03, 16:00
Grupo Financiero Banorte Max Drawdown (5Y): 67.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.61% |
March 31, 2024 | 67.61% |
February 29, 2024 | 67.61% |
January 31, 2024 | 67.61% |
December 31, 2023 | 67.61% |
November 30, 2023 | 67.61% |
October 31, 2023 | 67.61% |
September 30, 2023 | 67.61% |
August 31, 2023 | 67.61% |
July 31, 2023 | 67.61% |
June 30, 2023 | 67.61% |
May 31, 2023 | 67.61% |
April 30, 2023 | 67.61% |
March 31, 2023 | 67.61% |
February 28, 2023 | 67.61% |
January 31, 2023 | 67.61% |
December 31, 2022 | 67.61% |
November 30, 2022 | 67.61% |
October 31, 2022 | 67.61% |
September 30, 2022 | 67.61% |
August 31, 2022 | 67.61% |
July 31, 2022 | 67.61% |
June 30, 2022 | 67.61% |
May 31, 2022 | 67.61% |
April 30, 2022 | 67.61% |
Date | Value |
---|---|
March 31, 2022 | 67.61% |
February 28, 2022 | 67.61% |
January 31, 2022 | 67.61% |
December 31, 2021 | 67.61% |
November 30, 2021 | 67.61% |
October 31, 2021 | 67.61% |
September 30, 2021 | 67.61% |
August 31, 2021 | 67.61% |
July 31, 2021 | 67.61% |
June 30, 2021 | 67.61% |
May 31, 2021 | 67.61% |
April 30, 2021 | 67.61% |
March 31, 2021 | 67.61% |
February 28, 2021 | 67.61% |
January 31, 2021 | 67.61% |
December 31, 2020 | 67.61% |
November 30, 2020 | 67.61% |
October 31, 2020 | 67.61% |
September 30, 2020 | 67.61% |
August 31, 2020 | 67.61% |
July 31, 2020 | 67.61% |
June 30, 2020 | 67.61% |
May 31, 2020 | 67.61% |
April 30, 2020 | 67.61% |
March 31, 2020 | 64.13% |
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
43.24%
Minimum
May 2019
67.61%
Maximum
Apr 2020
63.49%
Average
67.61%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Grupo Financiero Inbursa SAB de CV | 99.99% |
Nfiniti Inc | -- |
Banco del Bajio SA | -- |
Gentera SAB de CV | 82.27% |
APx Acquisition Corp I | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.043 |
Beta (5Y) | 0.8434 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.87% |
Historical Sharpe Ratio (5Y) | 0.3292 |
Historical Sortino (5Y) | 0.4143 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.31% |