Gentex Corp (GNTX)
34.30
-0.02
(-0.06%)
USD |
NASDAQ |
May 01, 09:42
Gentex Max Drawdown (5Y): 35.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 35.99% |
March 31, 2024 | 35.99% |
February 29, 2024 | 35.99% |
January 31, 2024 | 35.99% |
December 31, 2023 | 35.99% |
November 30, 2023 | 35.99% |
October 31, 2023 | 35.99% |
September 30, 2023 | 35.99% |
August 31, 2023 | 35.99% |
July 31, 2023 | 35.99% |
June 30, 2023 | 35.99% |
May 31, 2023 | 35.99% |
April 30, 2023 | 35.99% |
March 31, 2023 | 35.99% |
February 28, 2023 | 35.99% |
January 31, 2023 | 35.99% |
December 31, 2022 | 35.99% |
November 30, 2022 | 35.99% |
October 31, 2022 | 35.99% |
September 30, 2022 | 35.99% |
August 31, 2022 | 35.52% |
July 31, 2022 | 35.52% |
June 30, 2022 | 35.52% |
May 31, 2022 | 35.52% |
April 30, 2022 | 35.52% |
Date | Value |
---|---|
March 31, 2022 | 35.52% |
February 28, 2022 | 35.52% |
January 31, 2022 | 35.52% |
December 31, 2021 | 35.52% |
November 30, 2021 | 35.52% |
October 31, 2021 | 35.52% |
September 30, 2021 | 35.52% |
August 31, 2021 | 35.52% |
July 31, 2021 | 35.52% |
June 30, 2021 | 35.52% |
May 31, 2021 | 35.52% |
April 30, 2021 | 35.52% |
March 31, 2021 | 35.52% |
February 28, 2021 | 35.52% |
January 31, 2021 | 35.52% |
December 31, 2020 | 35.52% |
November 30, 2020 | 35.52% |
October 31, 2020 | 35.52% |
September 30, 2020 | 35.52% |
August 31, 2020 | 35.52% |
July 31, 2020 | 35.52% |
June 30, 2020 | 35.52% |
May 31, 2020 | 35.52% |
April 30, 2020 | 35.52% |
March 31, 2020 | 35.52% |
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
27.96%
Minimum
May 2019
35.99%
Maximum
Sep 2022
34.41%
Average
35.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cooper-Standard Holdings Inc | 97.44% |
Optec International Inc | 100.00% |
Modine Manufacturing Co | 88.13% |
Lear Corp | 64.51% |
Allison Transmission Holdings Inc | 48.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.859 |
Beta (5Y) | 0.9782 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.33% |
Historical Sharpe Ratio (5Y) | 0.3175 |
Historical Sortino (5Y) | 0.4868 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.24% |