Grupo Financiero Banorte SAB de CV (GBOOY)
53.46
+1.58
(+3.05%)
USD |
OTCM |
Oct 06, 16:00
Grupo Financiero Banorte Max Drawdown (5Y) : 38.25% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 38.25% |
| August 31, 2026 | 38.25% |
| July 31, 2026 | 38.25% |
| June 30, 2026 | 38.25% |
| May 31, 2026 | 38.25% |
| April 30, 2026 | 38.25% |
| March 31, 2026 | 38.25% |
| February 28, 2026 | 38.25% |
| January 31, 2026 | 38.25% |
| December 31, 2025 | 38.25% |
| November 30, 2025 | 38.25% |
| October 31, 2025 | 38.25% |
| September 30, 2025 | 48.57% |
| August 31, 2025 | 52.69% |
| July 31, 2025 | 52.69% |
| June 30, 2025 | 52.69% |
| May 31, 2025 | 54.51% |
| April 30, 2025 | 59.59% |
| March 31, 2025 | 65.59% |
| February 28, 2025 | 65.59% |
| January 31, 2025 | 65.59% |
| December 31, 2024 | 65.59% |
| November 30, 2024 | 65.59% |
| October 31, 2024 | 65.59% |
| September 30, 2024 | 65.59% |
| Date | Value |
|---|---|
| August 31, 2024 | 65.59% |
| July 31, 2024 | 65.59% |
| June 30, 2024 | 65.59% |
| May 31, 2024 | 65.59% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Grupo Financiero Inbursa SAB de CV | 73.25% |
| Banco del Bajío SA | 98.72% |
| Regional SAB de CV | -- |
| Ameris Bancorp | 49.08% |
| Arrow Financial Corp. | 50.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.372 |
| Beta (5Y) | 0.7132 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.44% |
| Historical Sharpe Ratio (5Y) | 0.5423 |
| Historical Sortino (5Y) | 0.9577 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.75% |