GameSquare Holdings Inc (GAME)
0.89
+0.01
(+1.25%)
USD |
NASDAQ |
Nov 21, 16:00
0.8809
-0.01
(-1.02%)
After-Hours: 20:00
GameSquare Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Take-Two Interactive Software Inc | 56.14% |
| Electronic Arts Inc | 41.62% |
| Golden Matrix Group Inc | 100.0% |
| GD Culture Group Ltd | 99.78% |
| Motorsport Games Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -76.99 |
| Beta (5Y) | 1.089 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 115.8% |
| Historical Sharpe Ratio (5Y) | -0.5437 |
| Historical Sortino (5Y) | -1.267 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.60% |