Gruma SAB de CV (GMKKY)
14.81
0.00 (0.00%)
USD |
OTCM |
Sep 03, 16:00
Gruma Max Drawdown (5Y) : 29.93% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 29.93% |
| July 31, 2026 | 25.45% |
| June 30, 2026 | 23.46% |
| May 31, 2026 | 23.46% |
| April 30, 2026 | 23.46% |
| March 31, 2026 | 23.46% |
| February 28, 2026 | 23.46% |
| January 31, 2026 | 23.46% |
| December 31, 2025 | 23.46% |
| November 30, 2025 | 23.46% |
| October 31, 2025 | 23.46% |
| September 30, 2025 | 16.72% |
| August 31, 2025 | 16.72% |
| July 31, 2025 | 16.72% |
| June 30, 2025 | 16.72% |
| May 31, 2025 | 16.72% |
| April 30, 2025 | 16.72% |
| March 31, 2025 | 16.72% |
| February 28, 2025 | 16.72% |
| January 31, 2025 | 16.72% |
| December 31, 2024 | 16.72% |
| November 30, 2024 | 12.48% |
| October 31, 2024 | 8.13% |
| September 30, 2024 | 8.71% |
| August 31, 2024 | 8.71% |
| Date | Value |
|---|---|
| July 31, 2024 | 8.71% |
| June 30, 2024 | 10.65% |
| May 31, 2024 | 10.75% |
| April 30, 2024 | 10.75% |
| March 31, 2024 | 10.75% |
| February 29, 2024 | 10.75% |
| January 31, 2024 | 10.75% |
| December 31, 2023 | 10.75% |
| November 30, 2023 | 10.75% |
| October 31, 2023 | 10.75% |
| September 30, 2023 | 10.75% |
| August 31, 2023 | 10.75% |
| July 31, 2023 | 10.75% |
| June 30, 2023 | 10.75% |
| May 31, 2023 | 10.75% |
| April 30, 2023 | 10.75% |
| March 31, 2023 | 10.75% |
| February 28, 2023 | 10.75% |
| January 31, 2023 | 10.75% |
| December 31, 2022 | 10.75% |
| November 30, 2022 | 10.75% |
| October 31, 2022 | 10.75% |
| September 30, 2022 | 10.75% |
| August 31, 2022 | 10.75% |
| July 31, 2022 | 10.75% |
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
| Horrison Resources, Inc. | 100.0% |
| Grupo Bimbo SAB de CV | 56.61% |
| NIPPN Corp. | -- |
| Grupo Herdez SAB de CV | 58.35% |
| Nisshin Seifun Group, Inc. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.294 |
| Beta (5Y) | -0.0273 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.24% |
| Historical Sharpe Ratio (5Y) | 0.2051 |
| Historical Sortino (5Y) | 0.6666 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.77% |