Grupo Televisa SAB (GRPFF)
0.60
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Grupo Televisa Max Drawdown (5Y): 87.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.73% |
March 31, 2024 | 87.73% |
February 29, 2024 | 87.73% |
January 31, 2024 | 87.73% |
December 31, 2023 | 87.73% |
November 30, 2023 | 87.73% |
October 31, 2023 | 87.73% |
September 30, 2023 | 87.73% |
August 31, 2023 | 87.73% |
July 31, 2023 | 87.73% |
June 30, 2023 | 87.73% |
May 31, 2023 | 87.73% |
April 30, 2023 | 87.73% |
March 31, 2023 | 87.73% |
February 28, 2023 | 87.73% |
January 31, 2023 | 87.73% |
December 31, 2022 | 87.73% |
November 30, 2022 | 87.73% |
October 31, 2022 | 87.73% |
September 30, 2022 | 87.73% |
August 31, 2022 | 87.73% |
July 31, 2022 | 87.73% |
June 30, 2022 | 87.73% |
May 31, 2022 | 87.73% |
April 30, 2022 | 87.73% |
Date | Value |
---|---|
March 31, 2022 | 87.73% |
February 28, 2022 | 87.73% |
January 31, 2022 | 87.73% |
December 31, 2021 | 87.73% |
November 30, 2021 | 87.73% |
October 31, 2021 | 87.73% |
September 30, 2021 | 87.73% |
August 31, 2021 | 87.73% |
July 31, 2021 | 87.73% |
June 30, 2021 | 87.73% |
May 31, 2021 | 87.73% |
April 30, 2021 | 87.73% |
March 31, 2021 | 87.73% |
February 28, 2021 | 87.73% |
January 31, 2021 | 87.73% |
December 31, 2020 | 87.73% |
November 30, 2020 | 87.73% |
October 31, 2020 | 87.73% |
September 30, 2020 | 87.73% |
August 31, 2020 | 87.73% |
July 31, 2020 | 87.73% |
June 30, 2020 | 87.73% |
May 31, 2020 | 87.73% |
April 30, 2020 | 86.91% |
March 31, 2020 | 79.71% |
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
76.67%
Minimum
May 2019
87.73%
Maximum
May 2020
86.09%
Average
87.73%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.61 |
Beta (5Y) | 0.8646 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.02% |
Historical Sharpe Ratio (5Y) | -0.3062 |
Historical Sortino (5Y) | -0.6414 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.08% |