Grupo Financiero Banorte SAB de CV (GBOOY)
52.62
-0.21
(-0.40%)
USD |
OTCM |
May 17, 15:59
Grupo Financiero Banorte Max Drawdown (5Y): 65.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.59% |
March 31, 2024 | 65.59% |
February 29, 2024 | 65.59% |
January 31, 2024 | 65.59% |
December 31, 2023 | 65.59% |
November 30, 2023 | 65.59% |
October 31, 2023 | 65.59% |
September 30, 2023 | 65.59% |
August 31, 2023 | 65.59% |
July 31, 2023 | 65.59% |
June 30, 2023 | 65.59% |
May 31, 2023 | 65.59% |
April 30, 2023 | 65.59% |
March 31, 2023 | 65.59% |
February 28, 2023 | 65.59% |
January 31, 2023 | 65.59% |
December 31, 2022 | 65.59% |
November 30, 2022 | 65.59% |
October 31, 2022 | 65.59% |
September 30, 2022 | 65.59% |
August 31, 2022 | 65.59% |
July 31, 2022 | 65.59% |
June 30, 2022 | 65.59% |
May 31, 2022 | 65.59% |
April 30, 2022 | 65.59% |
Date | Value |
---|---|
March 31, 2022 | 65.59% |
February 28, 2022 | 65.59% |
January 31, 2022 | 65.59% |
December 31, 2021 | 65.59% |
November 30, 2021 | 65.59% |
October 31, 2021 | 65.59% |
September 30, 2021 | 65.59% |
August 31, 2021 | 65.59% |
July 31, 2021 | 65.59% |
June 30, 2021 | 65.59% |
May 31, 2021 | 65.59% |
April 30, 2021 | 65.59% |
March 31, 2021 | 65.59% |
February 28, 2021 | 65.59% |
January 31, 2021 | 65.59% |
December 31, 2020 | 65.59% |
November 30, 2020 | 65.59% |
October 31, 2020 | 65.59% |
September 30, 2020 | 65.59% |
August 31, 2020 | 65.59% |
July 31, 2020 | 65.59% |
June 30, 2020 | 65.59% |
May 31, 2020 | 65.59% |
April 30, 2020 | 65.59% |
March 31, 2020 | 63.19% |
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
44.78%
Minimum
May 2019
65.59%
Maximum
Apr 2020
62.08%
Average
65.59%
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) | 0.3931 |
Beta (5Y) | 1.172 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.19% |
Historical Sharpe Ratio (5Y) | 0.3347 |
Historical Sortino (5Y) | 0.3893 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.62% |