Grid Dynamics Holdings Inc (GDYN)
9.93
-0.01
(-0.10%)
USD |
NASDAQ |
Apr 26, 16:00
9.92
-0.01
(-0.10%)
After-Hours: 20:00
Grid Dynamics Holdings Max Drawdown (5Y): 80.77% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 80.77% |
February 29, 2024 | 80.77% |
January 31, 2024 | 80.77% |
December 31, 2023 | 80.77% |
November 30, 2023 | 80.77% |
October 31, 2023 | 80.77% |
September 30, 2023 | 80.77% |
August 31, 2023 | 80.77% |
July 31, 2023 | 80.77% |
June 30, 2023 | 80.77% |
May 31, 2023 | 80.77% |
April 30, 2023 | 78.16% |
March 31, 2023 | 78.16% |
February 28, 2023 | 78.16% |
January 31, 2023 | 78.16% |
December 31, 2022 | 78.16% |
November 30, 2022 | 78.16% |
October 31, 2022 | 78.16% |
September 30, 2022 | 78.16% |
August 31, 2022 | 78.16% |
July 31, 2022 | 78.16% |
June 30, 2022 | 78.16% |
May 31, 2022 | 78.16% |
April 30, 2022 | 78.16% |
March 31, 2022 | 78.16% |
Date | Value |
---|---|
February 28, 2022 | 71.13% |
January 31, 2022 | 57.56% |
December 31, 2021 | 57.56% |
November 30, 2021 | 57.56% |
October 31, 2021 | 57.56% |
September 30, 2021 | 57.56% |
August 31, 2021 | 57.56% |
July 31, 2021 | 57.56% |
June 30, 2021 | 57.56% |
May 31, 2021 | 57.56% |
April 30, 2021 | 57.56% |
March 31, 2021 | 57.56% |
February 28, 2021 | 57.56% |
January 31, 2021 | 57.56% |
December 31, 2020 | 57.56% |
November 30, 2020 | 57.56% |
October 31, 2020 | 57.56% |
September 30, 2020 | 57.56% |
August 31, 2020 | 57.56% |
July 31, 2020 | 57.56% |
June 30, 2020 | 57.56% |
May 31, 2020 | 57.56% |
April 30, 2020 | 57.56% |
March 31, 2020 | 57.56% |
February 29, 2020 | 11.65% |
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
4.50%
Minimum
Apr 2019
80.77%
Maximum
May 2023
57.24%
Average
57.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cognizant Technology Solutions Corp | 49.77% |
ExlService Holdings Inc | 46.23% |
Castellum Inc | 99.97% |
BM Technologies Inc | -- |
Marti Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.829 |
Beta (5Y) | 0.9435 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.73% |
Historical Sharpe Ratio (5Y) | 0.0416 |
Historical Sortino (5Y) | 0.0523 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.83% |