Grupo México S.A.B. de C.V. (GMBXF)
13.19
+0.12
(+0.94%)
USD |
OTCM |
Oct 06, 16:00
Grupo México Max Drawdown (5Y) : 46.73% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 46.73% |
| August 31, 2026 | 46.73% |
| July 31, 2026 | 46.73% |
| June 30, 2026 | 46.73% |
| May 31, 2026 | 46.73% |
| April 30, 2026 | 46.73% |
| March 31, 2026 | 46.73% |
| February 28, 2026 | 46.73% |
| January 31, 2026 | 46.73% |
| December 31, 2025 | 46.73% |
| November 30, 2025 | 46.73% |
| October 31, 2025 | 46.73% |
| September 30, 2025 | 46.73% |
| August 31, 2025 | 46.73% |
| July 31, 2025 | 46.73% |
| June 30, 2025 | 46.73% |
| May 31, 2025 | 46.73% |
| April 30, 2025 | 46.73% |
| March 31, 2025 | 50.19% |
| February 28, 2025 | 51.79% |
| January 31, 2025 | 51.79% |
| December 31, 2024 | 51.79% |
| November 30, 2024 | 51.79% |
| October 31, 2024 | 51.79% |
| September 30, 2024 | 51.79% |
| Date | Value |
|---|---|
| August 31, 2024 | 51.79% |
| July 31, 2024 | 51.79% |
| June 30, 2024 | 51.79% |
| May 31, 2024 | 51.79% |
| April 30, 2024 | 51.79% |
| March 31, 2024 | 51.79% |
| February 29, 2024 | 51.79% |
| January 31, 2024 | 51.79% |
| December 31, 2023 | 51.79% |
| November 30, 2023 | 51.79% |
| October 31, 2023 | 51.79% |
| September 30, 2023 | 51.79% |
| August 31, 2023 | 51.79% |
| July 31, 2023 | 51.79% |
| June 30, 2023 | 51.79% |
| May 31, 2023 | 51.79% |
| April 30, 2023 | 51.79% |
| March 31, 2023 | 51.79% |
| February 28, 2023 | 51.79% |
| January 31, 2023 | 51.79% |
| December 31, 2022 | 51.79% |
| November 30, 2022 | 51.79% |
| October 31, 2022 | 51.79% |
| September 30, 2022 | 51.79% |
| August 31, 2022 | 51.79% |
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
| Minera Frisco SAB de CV | 99.95% |
| Fresnillo Plc | 65.87% |
| Sinda Ltd. | -- |
| China Natural Resources, Inc. | 97.11% |
| Freeport-McMoRan, Inc. | 51.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.02 |
| Beta (5Y) | 1.277 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.51% |
| Historical Sharpe Ratio (5Y) | 0.7826 |
| Historical Sortino (5Y) | 1.488 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.12% |