GE Aerospace (GE)
178.76
+0.78
(+0.44%)
USD |
NYSE |
Nov 21, 16:00
178.97
+0.21
(+0.12%)
After-Hours: 17:45
GE Aerospace Max Drawdown (5Y): 81.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.01% |
| September 30, 2024 | 81.01% |
| August 31, 2024 | 81.01% |
| July 31, 2024 | 81.01% |
| June 30, 2024 | 81.01% |
| May 31, 2024 | 81.01% |
| April 30, 2024 | 81.01% |
| March 31, 2024 | 81.01% |
| February 29, 2024 | 81.01% |
| January 31, 2024 | 81.01% |
| December 31, 2023 | 81.01% |
| November 30, 2023 | 81.01% |
| October 31, 2023 | 81.01% |
| September 30, 2023 | 81.01% |
| August 31, 2023 | 81.01% |
| July 31, 2023 | 81.01% |
| June 30, 2023 | 81.01% |
| May 31, 2023 | 81.01% |
| April 30, 2023 | 81.01% |
| March 31, 2023 | 81.01% |
| February 28, 2023 | 81.01% |
| January 31, 2023 | 81.01% |
| December 31, 2022 | 81.01% |
| November 30, 2022 | 81.01% |
| October 31, 2022 | 81.01% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.01% |
| August 31, 2022 | 81.01% |
| July 31, 2022 | 81.01% |
| June 30, 2022 | 81.01% |
| May 31, 2022 | 81.01% |
| April 30, 2022 | 81.01% |
| March 31, 2022 | 81.01% |
| February 28, 2022 | 81.01% |
| January 31, 2022 | 81.01% |
| December 31, 2021 | 81.01% |
| November 30, 2021 | 81.01% |
| October 31, 2021 | 81.01% |
| September 30, 2021 | 81.01% |
| August 31, 2021 | 81.01% |
| July 31, 2021 | 81.01% |
| June 30, 2021 | 81.01% |
| May 31, 2021 | 81.01% |
| April 30, 2021 | 81.01% |
| March 31, 2021 | 81.01% |
| February 28, 2021 | 81.01% |
| January 31, 2021 | 81.01% |
| December 31, 2020 | 81.01% |
| November 30, 2020 | 81.01% |
| October 31, 2020 | 81.01% |
| September 30, 2020 | 81.01% |
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
77.03%
Minimum
Nov 2019
81.01%
Maximum
May 2020
80.68%
Average
81.01%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Boeing Co | 77.92% |
| Lockheed Martin Corp | 36.66% |
| RTX Corp | 51.84% |
| General Dynamics Corp | 51.65% |
| Triumph Group Inc | 94.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.09 |
| Beta (5Y) | 1.274 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.97% |
| Historical Sharpe Ratio (5Y) | 0.6174 |
| Historical Sortino (5Y) | 0.9018 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.62% |