Genpact Ltd (G)
31.62
-0.04
(-0.11%)
USD |
NYSE |
Apr 24, 13:34
Genpact Max Drawdown (5Y): 49.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 49.47% |
July 31, 2020 | 49.47% |
June 30, 2020 | 49.47% |
May 31, 2020 | 49.47% |
April 30, 2020 | 49.47% |
March 31, 2020 | 49.47% |
February 29, 2020 | 24.80% |
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
Aug 2019
49.47%
Maximum
Mar 2020
44.99%
Average
49.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
IBEX Ltd | -- |
ServiceNow Inc | 51.30% |
PagSeguro Digital Ltd | 88.61% |
Dropbox Inc | 62.64% |
Cloudflare Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.16 |
Beta (5Y) | 1.070 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.72% |
Historical Sharpe Ratio (5Y) | -0.0789 |
Historical Sortino (5Y) | -0.092 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.94% |