Grupo Mexico SAB de CV (GMBXF)
5.09
+0.07
(+1.47%)
USD |
OTCM |
Nov 15, 16:00
Grupo Mexico Max Drawdown (5Y): 53.45% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.45% |
| September 30, 2024 | 53.45% |
| August 31, 2024 | 53.45% |
| July 31, 2024 | 53.45% |
| June 30, 2024 | 53.45% |
| May 31, 2024 | 53.45% |
| April 30, 2024 | 53.45% |
| March 31, 2024 | 53.45% |
| February 29, 2024 | 53.45% |
| January 31, 2024 | 53.45% |
| December 31, 2023 | 53.45% |
| November 30, 2023 | 53.45% |
| October 31, 2023 | 53.45% |
| September 30, 2023 | 53.45% |
| August 31, 2023 | 53.45% |
| July 31, 2023 | 53.45% |
| June 30, 2023 | 53.45% |
| May 31, 2023 | 53.45% |
| April 30, 2023 | 53.45% |
| March 31, 2023 | 53.45% |
| February 28, 2023 | 53.45% |
| January 31, 2023 | 53.45% |
| December 31, 2022 | 53.45% |
| November 30, 2022 | 53.45% |
| October 31, 2022 | 53.45% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.45% |
| August 31, 2022 | 53.45% |
| July 31, 2022 | 53.45% |
| June 30, 2022 | 53.45% |
| May 31, 2022 | 53.45% |
| April 30, 2022 | 53.45% |
| March 31, 2022 | 53.45% |
| February 28, 2022 | 53.45% |
| January 31, 2022 | 53.45% |
| December 31, 2021 | 53.45% |
| November 30, 2021 | 53.45% |
| October 31, 2021 | 53.45% |
| September 30, 2021 | 53.45% |
| August 31, 2021 | 53.45% |
| July 31, 2021 | 53.45% |
| June 30, 2021 | 53.45% |
| May 31, 2021 | 53.45% |
| April 30, 2021 | 53.45% |
| March 31, 2021 | 53.45% |
| February 28, 2021 | 53.45% |
| January 31, 2021 | 53.45% |
| December 31, 2020 | 53.45% |
| November 30, 2020 | 57.50% |
| October 31, 2020 | 57.50% |
| September 30, 2020 | 57.50% |
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
53.45%
Minimum
Dec 2020
57.50%
Maximum
Nov 2019
54.32%
Average
53.45%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Cemex SAB de CV | 83.71% |
| Grupo Simec SAB de CV | 58.87% |
| GCC SAB de CV | 36.12% |
| Vitro SAB de CV | 99.52% |
| Corporacion Moctezuma SAB de CV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6213 |
| Beta (5Y) | 1.593 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.85% |
| Historical Sharpe Ratio (5Y) | 0.4765 |
| Historical Sortino (5Y) | 0.8126 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.24% |