Grupo Bimbo SAB de CV (GRBMF)
3.65
0.00 (0.00%)
USD |
OTCM |
Jun 14, 16:00
Grupo Bimbo Max Drawdown (5Y): 62.79% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 62.79% |
April 30, 2024 | 62.79% |
March 31, 2024 | 62.79% |
February 29, 2024 | 62.79% |
January 31, 2024 | 62.79% |
December 31, 2023 | 62.79% |
November 30, 2023 | 62.79% |
October 31, 2023 | 62.79% |
September 30, 2023 | 62.79% |
August 31, 2023 | 62.79% |
July 31, 2023 | 62.79% |
June 30, 2023 | 62.79% |
May 31, 2023 | 62.79% |
April 30, 2023 | 62.79% |
March 31, 2023 | 62.79% |
February 28, 2023 | 62.79% |
January 31, 2023 | 62.79% |
December 31, 2022 | 62.79% |
November 30, 2022 | 62.79% |
October 31, 2022 | 62.79% |
September 30, 2022 | 62.79% |
August 31, 2022 | 62.79% |
July 31, 2022 | 62.79% |
June 30, 2022 | 62.79% |
May 31, 2022 | 62.79% |
Date | Value |
---|---|
April 30, 2022 | 62.79% |
March 31, 2022 | 62.79% |
February 28, 2022 | 62.79% |
January 31, 2022 | 62.79% |
December 31, 2021 | 62.79% |
November 30, 2021 | 62.79% |
October 31, 2021 | 62.79% |
September 30, 2021 | 62.79% |
August 31, 2021 | 62.79% |
July 31, 2021 | 62.79% |
June 30, 2021 | 62.79% |
May 31, 2021 | 62.79% |
April 30, 2021 | 62.79% |
March 31, 2021 | 62.79% |
February 28, 2021 | 62.79% |
January 31, 2021 | 62.79% |
December 31, 2020 | 62.79% |
November 30, 2020 | 69.16% |
October 31, 2020 | 71.17% |
September 30, 2020 | 71.17% |
August 31, 2020 | 71.17% |
July 31, 2020 | 71.17% |
June 30, 2020 | 71.40% |
May 31, 2020 | 73.18% |
April 30, 2020 | 73.18% |
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
62.79%
Minimum
Dec 2020
73.18%
Maximum
Jun 2019
65.67%
Average
62.79%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Fomento Economico Mexicano SAB de CV | 45.46% |
Becle SAB de CV | 45.29% |
Arca Continental SAB de CV | 53.75% |
Coca-Cola Femsa SAB de CV | 99.99% |
BBB Foods Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.421 |
Beta (5Y) | 0.5877 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.08% |
Historical Sharpe Ratio (5Y) | 0.3734 |
Historical Sortino (5Y) | 0.6677 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.87% |