GameStop Corp (GME)
16.47
+3.71
(+29.08%)
USD |
NYSE |
May 03, 16:00
16.01
-0.46
(-2.79%)
After-Hours: 20:00
GameStop Max Drawdown (5Y): 92.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 92.20% |
March 31, 2024 | 92.20% |
February 29, 2024 | 92.20% |
January 31, 2024 | 92.20% |
December 31, 2023 | 92.20% |
November 30, 2023 | 92.20% |
October 31, 2023 | 92.20% |
September 30, 2023 | 92.20% |
August 31, 2023 | 92.20% |
July 31, 2023 | 92.20% |
June 30, 2023 | 92.20% |
May 31, 2023 | 92.20% |
April 30, 2023 | 92.20% |
March 31, 2023 | 92.20% |
February 28, 2023 | 92.20% |
January 31, 2023 | 92.20% |
December 31, 2022 | 92.20% |
November 30, 2022 | 92.20% |
October 31, 2022 | 92.20% |
September 30, 2022 | 92.20% |
August 31, 2022 | 92.20% |
July 31, 2022 | 92.20% |
June 30, 2022 | 92.20% |
May 31, 2022 | 92.20% |
April 30, 2022 | 92.20% |
Date | Value |
---|---|
March 31, 2022 | 92.20% |
February 28, 2022 | 92.20% |
January 31, 2022 | 92.20% |
December 31, 2021 | 92.20% |
November 30, 2021 | 92.20% |
October 31, 2021 | 92.20% |
September 30, 2021 | 92.20% |
August 31, 2021 | 92.20% |
July 31, 2021 | 92.20% |
June 30, 2021 | 92.20% |
May 31, 2021 | 92.20% |
April 30, 2021 | 92.20% |
March 31, 2021 | 92.20% |
February 28, 2021 | 92.20% |
January 31, 2021 | 92.20% |
December 31, 2020 | 92.20% |
November 30, 2020 | 92.20% |
October 31, 2020 | 92.20% |
September 30, 2020 | 92.20% |
August 31, 2020 | 92.20% |
July 31, 2020 | 92.20% |
June 30, 2020 | 92.20% |
May 31, 2020 | 92.20% |
April 30, 2020 | 92.20% |
March 31, 2020 | 91.06% |
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
78.92%
Minimum
May 2019
92.20%
Maximum
Apr 2020
91.67%
Average
92.20%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Best Buy Co Inc | 52.58% |
Conn's Inc | 92.34% |
hhgregg Inc | 100.00% |
Ulta Beauty Inc | 64.92% |
Lands' End Inc | 86.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 39.30 |
Beta (5Y) | -0.2399 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 316.8% |
Historical Sharpe Ratio (5Y) | 0.1156 |
Historical Sortino (5Y) | 1.050 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.91% |