Genworth Financial Inc (GNW)
6.49
+0.03
(+0.46%)
USD |
NYSE |
May 03, 16:00
6.50
+0.01
(+0.15%)
Pre-Market: 06:43
Genworth Financial Max Drawdown (5Y): 73.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 73.77% |
| March 31, 2024 | 78.69% |
| February 29, 2024 | 80.27% |
| January 31, 2024 | 80.27% |
| December 31, 2023 | 80.62% |
| November 30, 2023 | 80.62% |
| October 31, 2023 | 80.62% |
| September 30, 2023 | 80.62% |
| August 31, 2023 | 80.62% |
| July 31, 2023 | 80.62% |
| June 30, 2023 | 80.62% |
| May 31, 2023 | 80.62% |
| April 30, 2023 | 80.62% |
| March 31, 2023 | 80.91% |
| February 28, 2023 | 84.35% |
| January 31, 2023 | 85.54% |
| December 31, 2022 | 85.54% |
| November 30, 2022 | 85.54% |
| October 31, 2022 | 85.54% |
| September 30, 2022 | 85.54% |
| August 31, 2022 | 85.54% |
| July 31, 2022 | 85.54% |
| June 30, 2022 | 85.54% |
| May 31, 2022 | 85.54% |
| April 30, 2022 | 85.54% |
| Date | Value |
|---|---|
| March 31, 2022 | 85.54% |
| February 28, 2022 | 85.54% |
| January 31, 2022 | 85.54% |
| December 31, 2021 | 85.54% |
| November 30, 2021 | 85.54% |
| October 31, 2021 | 85.54% |
| September 30, 2021 | 85.54% |
| August 31, 2021 | 85.54% |
| July 31, 2021 | 85.54% |
| June 30, 2021 | 85.54% |
| May 31, 2021 | 85.54% |
| April 30, 2021 | 87.37% |
| March 31, 2021 | 87.37% |
| February 28, 2021 | 87.37% |
| January 31, 2021 | 87.37% |
| December 31, 2020 | 87.37% |
| November 30, 2020 | 91.34% |
| October 31, 2020 | 91.34% |
| September 30, 2020 | 91.34% |
| August 31, 2020 | 91.34% |
| July 31, 2020 | 91.34% |
| June 30, 2020 | 91.34% |
| May 31, 2020 | 91.34% |
| April 30, 2020 | 91.34% |
| March 31, 2020 | 91.34% |
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
73.77%
Minimum
Apr 2024
91.34%
Maximum
May 2019
86.21%
Average
85.54%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Lincoln National Corp | 79.20% |
| MetLife Inc | 55.16% |
| Prudential Financial Inc | 65.90% |
| Atlantic American Corp | 75.90% |
| National Western Life Group Inc | 66.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.750 |
| Beta (5Y) | 1.083 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.16% |
| Historical Sharpe Ratio (5Y) | 0.1552 |
| Historical Sortino (5Y) | 0.2586 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.32% |