Galaxy Entertainment Group Ltd (GXYEF)
4.76
+0.28
(+6.25%)
USD |
OTCM |
May 07, 16:00
Galaxy Entertainment Group Max Drawdown (5Y): 55.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 55.25% |
| March 31, 2024 | 54.55% |
| February 29, 2024 | 54.55% |
| January 31, 2024 | 54.55% |
| December 31, 2023 | 54.55% |
| November 30, 2023 | 54.55% |
| October 31, 2023 | 54.55% |
| September 30, 2023 | 54.55% |
| August 31, 2023 | 54.55% |
| July 31, 2023 | 54.55% |
| June 30, 2023 | 54.55% |
| May 31, 2023 | 54.55% |
| April 30, 2023 | 54.55% |
| March 31, 2023 | 54.55% |
| February 28, 2023 | 54.55% |
| January 31, 2023 | 54.55% |
| December 31, 2022 | 54.55% |
| November 30, 2022 | 54.55% |
| October 31, 2022 | 54.55% |
| September 30, 2022 | 54.55% |
| August 31, 2022 | 54.55% |
| July 31, 2022 | 54.55% |
| June 30, 2022 | 54.55% |
| May 31, 2022 | 54.55% |
| April 30, 2022 | 54.55% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.55% |
| February 28, 2022 | 50.30% |
| January 31, 2022 | 50.30% |
| December 31, 2021 | 52.72% |
| November 30, 2021 | 57.01% |
| October 31, 2021 | 58.27% |
| September 30, 2021 | 59.53% |
| August 31, 2021 | 60.60% |
| July 31, 2021 | 63.23% |
| June 30, 2021 | 65.78% |
| May 31, 2021 | 68.78% |
| April 30, 2021 | 72.45% |
| March 31, 2021 | 72.64% |
| February 28, 2021 | 72.64% |
| January 31, 2021 | 72.64% |
| December 31, 2020 | 72.64% |
| November 30, 2020 | 73.08% |
| October 31, 2020 | 75.00% |
| September 30, 2020 | 75.00% |
| August 31, 2020 | 75.00% |
| July 31, 2020 | 75.00% |
| June 30, 2020 | 75.10% |
| May 31, 2020 | 75.10% |
| April 30, 2020 | 75.10% |
| March 31, 2020 | 75.10% |
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
50.30%
Minimum
Jan 2022
75.10%
Maximum
May 2019
63.21%
Average
57.64%
Median
Max Drawdown (5Y) Benchmarks
| Melco Resorts and Entertainment Ltd | 85.53% |
| SJM Holdings Ltd | 82.41% |
| Studio City International Holdings Ltd | 93.96% |
| Alibaba Group Holding Ltd | 80.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.17 |
| Beta (5Y) | 0.602 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.26% |
| Historical Sharpe Ratio (5Y) | -0.316 |
| Historical Sortino (5Y) | -0.5465 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.13% |