General Electric Co (GE)
162.35
+1.09
(+0.68%)
USD |
NYSE |
Apr 26, 16:00
162.43
+0.08
(+0.05%)
After-Hours: 20:00
General Electric Max Drawdown (5Y): 81.01% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 81.01% |
July 31, 2020 | 81.01% |
June 30, 2020 | 81.01% |
May 31, 2020 | 81.01% |
April 30, 2020 | 78.87% |
March 31, 2020 | 78.87% |
February 29, 2020 | 77.03% |
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
Apr 2019
81.01%
Maximum
May 2020
80.21%
Average
81.01%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Boeing Co | 77.92% |
Lockheed Martin Corp | 36.66% |
RTX Corp | 51.84% |
Caterpillar Inc | 43.36% |
General Dynamics Corp | 51.65% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.24 |
Beta (5Y) | 1.313 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.16% |
Historical Sharpe Ratio (5Y) | 0.6063 |
Historical Sortino (5Y) | 0.915 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.20% |