Green Dot Corp (GDOT)
8.88
+0.18
(+2.07%)
USD |
NYSE |
Apr 23, 16:00
8.885
0.00 (0.00%)
After-Hours: 17:06
Green Dot Max Drawdown (5Y): 90.76% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 90.76% |
February 29, 2024 | 90.76% |
January 31, 2024 | 90.76% |
December 31, 2023 | 90.76% |
November 30, 2023 | 90.76% |
October 31, 2023 | 86.89% |
September 30, 2023 | 84.68% |
August 31, 2023 | 84.02% |
July 31, 2023 | 83.72% |
June 30, 2023 | 83.72% |
May 31, 2023 | 83.72% |
April 30, 2023 | 83.72% |
March 31, 2023 | 83.72% |
February 28, 2023 | 83.72% |
January 31, 2023 | 83.72% |
December 31, 2022 | 83.72% |
November 30, 2022 | 81.71% |
October 31, 2022 | 81.71% |
September 30, 2022 | 81.71% |
August 31, 2022 | 81.71% |
July 31, 2022 | 81.71% |
June 30, 2022 | 81.71% |
May 31, 2022 | 81.71% |
April 30, 2022 | 81.71% |
March 31, 2022 | 81.71% |
Date | Value |
---|---|
February 28, 2022 | 81.71% |
January 31, 2022 | 81.71% |
December 31, 2021 | 81.71% |
November 30, 2021 | 81.71% |
October 31, 2021 | 81.71% |
September 30, 2021 | 81.71% |
August 31, 2021 | 81.71% |
July 31, 2021 | 81.71% |
June 30, 2021 | 81.71% |
May 31, 2021 | 81.71% |
April 30, 2021 | 81.71% |
March 31, 2021 | 81.71% |
February 28, 2021 | 81.71% |
January 31, 2021 | 81.71% |
December 31, 2020 | 81.71% |
November 30, 2020 | 81.71% |
October 31, 2020 | 81.71% |
September 30, 2020 | 81.71% |
August 31, 2020 | 81.71% |
July 31, 2020 | 81.71% |
June 30, 2020 | 81.71% |
May 31, 2020 | 81.71% |
April 30, 2020 | 81.71% |
March 31, 2020 | 81.71% |
February 29, 2020 | 77.35% |
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
77.35%
Minimum
Dec 2019
90.76%
Maximum
Nov 2023
82.25%
Average
81.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Mastercard Inc | 41.00% |
Visa Inc | 36.36% |
Hut 8 Corp | 95.04% |
Robinhood Markets Inc | -- |
Bitcoin Depot Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -46.84 |
Beta (5Y) | 1.043 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.32% |
Historical Sharpe Ratio (5Y) | -0.635 |
Historical Sortino (5Y) | -1.038 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.06% |