Genpact Ltd (G)

42.73 -0.15 (-0.35%) USD  |  NYSE  |  Dec 24, 12:37
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Genpact Max Drawdown (5Y): 49.47% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Alpha & Omega Semiconductor Ltd 74.90%
ExlService Holdings Inc 46.23%
Paychex Inc 44.15%
Broadridge Financial Solutions Inc 36.87%
Conduent Inc 93.38%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.33
Beta (5Y) 1.176
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.50%
Historical Sharpe Ratio (5Y) 0.0468
Historical Sortino (5Y) 0.0591
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.94%