GMS Inc (GMS)
95.43
+0.71
(+0.75%)
USD |
NYSE |
May 03, 16:00
95.43
0.00 (0.00%)
After-Hours: 16:08
GMS Max Drawdown (5Y): 72.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.47% |
March 31, 2024 | 72.47% |
February 29, 2024 | 72.47% |
January 31, 2024 | 72.47% |
December 31, 2023 | 72.47% |
November 30, 2023 | 72.47% |
October 31, 2023 | 72.47% |
September 30, 2023 | 72.47% |
August 31, 2023 | 72.47% |
July 31, 2023 | 72.47% |
June 30, 2023 | 72.47% |
May 31, 2023 | 72.47% |
April 30, 2023 | 72.47% |
March 31, 2023 | 72.47% |
February 28, 2023 | 72.47% |
January 31, 2023 | 72.47% |
December 31, 2022 | 72.47% |
November 30, 2022 | 72.47% |
October 31, 2022 | 72.47% |
September 30, 2022 | 72.47% |
August 31, 2022 | 72.47% |
July 31, 2022 | 72.47% |
June 30, 2022 | 72.47% |
May 31, 2022 | 72.47% |
April 30, 2022 | 72.47% |
Date | Value |
---|---|
March 31, 2022 | 72.47% |
February 28, 2022 | 72.47% |
January 31, 2022 | 72.47% |
December 31, 2021 | 72.47% |
November 30, 2021 | 72.47% |
October 31, 2021 | 72.47% |
September 30, 2021 | 72.47% |
August 31, 2021 | 72.47% |
July 31, 2021 | 72.47% |
June 30, 2021 | 72.47% |
May 31, 2021 | 72.47% |
April 30, 2021 | 72.47% |
March 31, 2021 | 72.47% |
February 28, 2021 | 72.47% |
January 31, 2021 | 72.47% |
December 31, 2020 | 72.47% |
November 30, 2020 | 72.47% |
October 31, 2020 | 72.47% |
September 30, 2020 | 72.47% |
August 31, 2020 | 72.47% |
July 31, 2020 | 72.47% |
June 30, 2020 | 72.47% |
May 31, 2020 | 72.47% |
April 30, 2020 | 72.47% |
March 31, 2020 | 72.47% |
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
64.24%
Minimum
May 2019
72.47%
Maximum
Mar 2020
71.10%
Average
72.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ideal Power Inc | 98.32% |
Hydrofarm Holdings Group Inc | -- |
Chicago Rivet & Machine Co | 58.85% |
CPI Aerostructures Inc | 92.55% |
Ault Alliance Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 18.19 |
Beta (5Y) | 1.713 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.10% |
Historical Sharpe Ratio (5Y) | 0.8088 |
Historical Sortino (5Y) | 1.160 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.31% |