Grupo de Inversiones Suramericana SA (GIVSY)
17.53
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Grupo de Inversiones Suramericana Max Drawdown (5Y): 67.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 67.24% |
| March 31, 2024 | 67.24% |
| February 29, 2024 | 67.24% |
| January 31, 2024 | 67.24% |
| December 31, 2023 | 67.24% |
| November 30, 2023 | 67.24% |
| October 31, 2023 | 67.24% |
| September 30, 2023 | 67.24% |
| August 31, 2023 | 67.24% |
| July 31, 2023 | 67.24% |
| June 30, 2023 | 67.24% |
| May 31, 2023 | 67.24% |
| April 30, 2023 | 67.24% |
| March 31, 2023 | 67.24% |
| February 28, 2023 | 67.24% |
| January 31, 2023 | 67.24% |
| December 31, 2022 | 67.24% |
| November 30, 2022 | 67.24% |
| October 31, 2022 | 67.24% |
| September 30, 2022 | 67.24% |
| August 31, 2022 | 67.24% |
| July 31, 2022 | 67.24% |
| June 30, 2022 | 67.24% |
| May 31, 2022 | 67.24% |
| April 30, 2022 | 67.24% |
| Date | Value |
|---|---|
| March 31, 2022 | 67.24% |
| February 28, 2022 | 67.24% |
| January 31, 2022 | 67.24% |
| December 31, 2021 | 67.24% |
| November 30, 2021 | 67.24% |
| October 31, 2021 | 67.24% |
| September 30, 2021 | 67.24% |
| August 31, 2021 | 67.24% |
| July 31, 2021 | 65.11% |
| June 30, 2021 | 65.11% |
| May 31, 2021 | 65.11% |
| April 30, 2021 | 59.41% |
| March 31, 2021 | 59.41% |
| February 28, 2021 | 59.41% |
| January 31, 2021 | 59.41% |
| December 31, 2020 | 59.41% |
| November 30, 2020 | 59.41% |
| October 31, 2020 | 59.41% |
| September 30, 2020 | 59.41% |
| August 31, 2020 | 59.41% |
| July 31, 2020 | 59.41% |
| June 30, 2020 | 35.47% |
| May 31, 2020 | 35.47% |
| April 30, 2020 | 35.47% |
| March 31, 2020 | 35.47% |
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
33.52%
Minimum
May 2019
67.24%
Maximum
Aug 2021
58.25%
Average
67.24%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| BanColombia SA | 70.38% |
| Grupo Aval Acciones y Valores SA | 72.26% |
| Corporacion Financiera Colombiana SA | -- |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.227 |
| Beta (5Y) | -0.0467 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.38% |
| Historical Sharpe Ratio (5Y) | -0.1459 |
| Historical Sortino (5Y) | -0.1885 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.00% |