Grupo Financiero Inbursa SAB de CV (GPFOF)
2.44
0.00 (0.00%)
USD |
OTCM |
Dec 09, 16:00
Grupo Financiero Inbursa Max Drawdown (5Y): 73.25% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Grupo Financiero Banorte SAB de CV | 38.25% |
| Banco del Bajío SA | 99.88% |
| Gentera SAB de CV | 78.62% |
| Bolsa Mexicana de Valores SAB de CV | 34.47% |
| Globa Terra Acquisition Corp. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8727 |
| Beta (5Y) | 1.252 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.4% |
| Historical Sharpe Ratio (5Y) | 0.1598 |
| Historical Sortino (5Y) | 0.4618 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.14% |