GWA Group Ltd (GWAXY)
5.83
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
GWA Group Max Drawdown (5Y): 50.66% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 50.66% |
| February 29, 2024 | 50.66% |
| January 31, 2024 | 50.66% |
| December 31, 2023 | 50.66% |
| November 30, 2023 | 50.66% |
| October 31, 2023 | 50.66% |
| September 30, 2023 | 50.66% |
| August 31, 2023 | 50.66% |
| July 31, 2023 | 50.66% |
| June 30, 2023 | 50.66% |
| May 31, 2023 | 50.66% |
| April 30, 2023 | 50.66% |
| March 31, 2023 | 50.66% |
| February 28, 2023 | 23.31% |
| January 31, 2023 | 23.31% |
| December 31, 2022 | 23.31% |
| November 30, 2022 | 23.31% |
| October 31, 2022 | 23.31% |
| September 30, 2022 | 23.31% |
| August 31, 2022 | 23.31% |
| July 31, 2022 | 23.31% |
| June 30, 2022 | 23.31% |
| May 31, 2022 | 23.31% |
| April 30, 2022 | 23.31% |
| March 31, 2022 | 23.31% |
| Date | Value |
|---|---|
| February 28, 2022 | 23.31% |
| January 31, 2022 | 23.31% |
| December 31, 2021 | 23.31% |
| November 30, 2021 | 23.31% |
| October 31, 2021 | 23.31% |
| September 30, 2021 | 23.31% |
| August 31, 2021 | 23.31% |
| July 31, 2021 | 23.31% |
| June 30, 2021 | 23.31% |
| May 31, 2021 | 23.31% |
| April 30, 2021 | 23.31% |
| March 31, 2021 | 23.31% |
| February 28, 2021 | 23.31% |
| January 31, 2021 | 23.31% |
| December 31, 2020 | 23.31% |
| November 30, 2020 | 23.31% |
| October 31, 2020 | 23.31% |
| September 30, 2020 | 23.31% |
| August 31, 2020 | 23.31% |
| July 31, 2020 | 23.31% |
| June 30, 2020 | 23.31% |
| May 31, 2020 | 23.31% |
| April 30, 2020 | 23.31% |
| March 31, 2020 | 23.31% |
| February 29, 2020 | 23.31% |
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
23.31%
Minimum
Apr 2019
50.66%
Maximum
Mar 2023
29.23%
Average
23.31%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Domino's Pizza Enterprises Ltd | 75.47% |
| Wesfarmers Ltd | 48.98% |
| Tabcorp Holdings Ltd (DELISTED) | -- |
| Fitell Corp | -- |
| Alta Global Group Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.607 |
| Beta (5Y) | -0.0188 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.15% |
| Historical Sharpe Ratio (5Y) | -0.1473 |
| Historical Sortino (5Y) | -0.1573 |