The GEO Group Inc (GEO)
13.33
-1.10
(-7.62%)
USD |
NYSE |
May 07, 09:52
GEO Group Max Drawdown (5Y): 77.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 77.74% |
March 31, 2024 | 77.74% |
February 29, 2024 | 77.74% |
January 31, 2024 | 77.74% |
December 31, 2023 | 77.74% |
November 30, 2023 | 77.74% |
October 31, 2023 | 77.74% |
September 30, 2023 | 77.74% |
August 31, 2023 | 77.74% |
July 31, 2023 | 77.74% |
June 30, 2023 | 77.74% |
May 31, 2023 | 77.74% |
April 30, 2023 | 77.74% |
March 31, 2023 | 77.74% |
February 28, 2023 | 77.74% |
January 31, 2023 | 77.74% |
December 31, 2022 | 77.74% |
November 30, 2022 | 77.74% |
October 31, 2022 | 77.74% |
September 30, 2022 | 77.74% |
August 31, 2022 | 77.74% |
July 31, 2022 | 77.74% |
June 30, 2022 | 77.74% |
May 31, 2022 | 77.74% |
April 30, 2022 | 77.74% |
Date | Value |
---|---|
March 31, 2022 | 77.74% |
February 28, 2022 | 77.74% |
January 31, 2022 | 77.74% |
December 31, 2021 | 77.74% |
November 30, 2021 | 77.74% |
October 31, 2021 | 77.74% |
September 30, 2021 | 77.74% |
August 31, 2021 | 77.74% |
July 31, 2021 | 77.74% |
June 30, 2021 | 77.74% |
May 31, 2021 | 77.74% |
April 30, 2021 | 75.99% |
March 31, 2021 | 68.63% |
February 28, 2021 | 68.63% |
January 31, 2021 | 67.72% |
December 31, 2020 | 65.69% |
November 30, 2020 | 65.69% |
October 31, 2020 | 65.69% |
September 30, 2020 | 61.81% |
August 31, 2020 | 61.81% |
July 31, 2020 | 61.81% |
June 30, 2020 | 61.81% |
May 31, 2020 | 61.81% |
April 30, 2020 | 61.81% |
March 31, 2020 | 61.81% |
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
51.28%
Minimum
May 2019
77.74%
Maximum
May 2021
70.37%
Average
77.74%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Ameriguard Security Services Inc | 97.78% |
Global Digital Solutions Inc | 99.88% |
Wealthcraft Capital Inc | 98.78% |
Blue Line Protection Group Inc | 99.90% |
ADT Inc | 67.16% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.17 |
Beta (5Y) | 0.592 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.56% |
Historical Sharpe Ratio (5Y) | -0.0783 |
Historical Sortino (5Y) | -0.1257 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.82% |