Genpact Ltd (G)
46.19
+0.37
(+0.81%)
USD |
NYSE |
Nov 22, 16:00
46.20
+0.01
(+0.02%)
After-Hours: 20:00
Genpact Max Drawdown (5Y): 49.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.47% |
| September 30, 2024 | 49.47% |
| August 31, 2024 | 49.47% |
| July 31, 2024 | 49.47% |
| June 30, 2024 | 49.47% |
| May 31, 2024 | 49.47% |
| April 30, 2024 | 49.47% |
| March 31, 2024 | 49.47% |
| February 29, 2024 | 49.47% |
| January 31, 2024 | 49.47% |
| December 31, 2023 | 49.47% |
| November 30, 2023 | 49.47% |
| October 31, 2023 | 49.47% |
| September 30, 2023 | 49.47% |
| August 31, 2023 | 49.47% |
| July 31, 2023 | 49.47% |
| June 30, 2023 | 49.47% |
| May 31, 2023 | 49.47% |
| April 30, 2023 | 49.47% |
| March 31, 2023 | 49.47% |
| February 28, 2023 | 49.47% |
| January 31, 2023 | 49.47% |
| December 31, 2022 | 49.47% |
| November 30, 2022 | 49.47% |
| October 31, 2022 | 49.47% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.47% |
| August 31, 2022 | 49.47% |
| July 31, 2022 | 49.47% |
| June 30, 2022 | 49.47% |
| May 31, 2022 | 49.47% |
| April 30, 2022 | 49.47% |
| March 31, 2022 | 49.47% |
| February 28, 2022 | 49.47% |
| January 31, 2022 | 49.47% |
| December 31, 2021 | 49.47% |
| November 30, 2021 | 49.47% |
| October 31, 2021 | 49.47% |
| September 30, 2021 | 49.47% |
| August 31, 2021 | 49.47% |
| July 31, 2021 | 49.47% |
| June 30, 2021 | 49.47% |
| May 31, 2021 | 49.47% |
| April 30, 2021 | 49.47% |
| March 31, 2021 | 49.47% |
| February 28, 2021 | 49.47% |
| January 31, 2021 | 49.47% |
| December 31, 2020 | 49.47% |
| November 30, 2020 | 49.47% |
| October 31, 2020 | 49.47% |
| September 30, 2020 | 49.47% |
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
24.80%
Minimum
Nov 2019
49.47%
Maximum
Mar 2020
47.83%
Average
49.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ExlService Holdings Inc | 46.23% |
| Alpha & Omega Semiconductor Ltd | 74.90% |
| Accenture PLC | 39.69% |
| Broadridge Financial Solutions Inc | 36.87% |
| Envestnet Inc | 62.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.33 |
| Beta (5Y) | 1.135 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.71% |
| Historical Sharpe Ratio (5Y) | -0.0584 |
| Historical Sortino (5Y) | -0.0717 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.94% |