Grupo Gigante SAB de CV (GPGNF)
1.62
0.00 (0.00%)
USD |
OTCM |
May 23, 16:00
Grupo Gigante Max Drawdown (5Y): 56.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 56.44% |
| March 31, 2024 | 56.44% |
| February 29, 2024 | 56.44% |
| January 31, 2024 | 56.44% |
| December 31, 2023 | 56.44% |
| November 30, 2023 | 56.44% |
| October 31, 2023 | 56.44% |
| September 30, 2023 | 56.44% |
| August 31, 2023 | 56.44% |
| July 31, 2023 | 56.44% |
| June 30, 2023 | 56.44% |
| May 31, 2023 | 56.44% |
| April 30, 2023 | 56.44% |
| March 31, 2023 | 56.44% |
| February 28, 2023 | 56.44% |
| January 31, 2023 | 56.44% |
| December 31, 2022 | 56.44% |
| November 30, 2022 | 56.44% |
| October 31, 2022 | 56.44% |
| September 30, 2022 | 56.44% |
| August 31, 2022 | 56.44% |
| July 31, 2022 | 56.44% |
| June 30, 2022 | 56.44% |
| May 31, 2022 | 56.44% |
| April 30, 2022 | 56.44% |
| Date | Value |
|---|---|
| March 31, 2022 | 56.44% |
| February 28, 2022 | 56.44% |
| January 31, 2022 | 56.44% |
| December 31, 2021 | 56.44% |
| November 30, 2021 | 56.44% |
| October 31, 2021 | 56.44% |
| September 30, 2021 | 56.44% |
| August 31, 2021 | 56.44% |
| July 31, 2021 | 56.44% |
| June 30, 2021 | 55.09% |
| May 31, 2021 | 55.09% |
| April 30, 2021 | 55.09% |
| March 31, 2021 | 55.09% |
| February 28, 2021 | 55.09% |
| January 31, 2021 | 55.09% |
| December 31, 2020 | 55.09% |
| November 30, 2020 | 55.09% |
| October 31, 2020 | 55.09% |
| September 30, 2020 | 55.09% |
| August 31, 2020 | 54.64% |
| July 31, 2020 | 54.64% |
| June 30, 2020 | 54.64% |
| May 31, 2020 | 49.77% |
| April 30, 2020 | 49.77% |
| March 31, 2020 | 49.77% |
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
49.77%
Minimum
May 2019
56.44%
Maximum
Jul 2021
54.68%
Average
56.44%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| Alsea SAB de CV | 86.14% |
| Betterware de Mexico SAPI de CV | -- |
| Nemak SAB de CV | -- |
| Consorcio Ara SAB de CV | 99.28% |
| Grupo Posadas SAB de CV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.983 |
| Beta (5Y) | 0.2231 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.33% |
| Historical Sharpe Ratio (5Y) | -0.0123 |
| Historical Sortino (5Y) | -0.0211 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.39% |