Genting Bhd (GEBHF)
0.9206
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Genting Max Drawdown (5Y): 69.04% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 69.04% |
| August 31, 2024 | 69.04% |
| July 31, 2024 | 69.04% |
| June 30, 2024 | 69.04% |
| May 31, 2024 | 69.04% |
| April 30, 2024 | 69.04% |
| March 31, 2024 | 69.04% |
| February 29, 2024 | 69.04% |
| January 31, 2024 | 69.04% |
| December 31, 2023 | 69.04% |
| November 30, 2023 | 69.04% |
| October 31, 2023 | 69.04% |
| September 30, 2023 | 69.04% |
| August 31, 2023 | 69.04% |
| July 31, 2023 | 69.04% |
| June 30, 2023 | 69.04% |
| May 31, 2023 | 69.04% |
| April 30, 2023 | 69.04% |
| March 31, 2023 | 69.04% |
| February 28, 2023 | 69.04% |
| January 31, 2023 | 69.04% |
| December 31, 2022 | 69.04% |
| November 30, 2022 | 69.04% |
| October 31, 2022 | 69.04% |
| September 30, 2022 | 69.04% |
| Date | Value |
|---|---|
| August 31, 2022 | 69.04% |
| July 31, 2022 | 69.04% |
| June 30, 2022 | 69.04% |
| May 31, 2022 | 69.04% |
| April 30, 2022 | 69.04% |
| March 31, 2022 | 69.04% |
| February 28, 2022 | 69.04% |
| January 31, 2022 | 69.04% |
| December 31, 2021 | 69.04% |
| November 30, 2021 | 69.04% |
| October 31, 2021 | 69.04% |
| September 30, 2021 | 69.04% |
| August 31, 2021 | 69.04% |
| July 31, 2021 | 69.04% |
| June 30, 2021 | 69.04% |
| May 31, 2021 | 69.04% |
| April 30, 2021 | 69.04% |
| March 31, 2021 | 69.04% |
| February 28, 2021 | 69.04% |
| January 31, 2021 | 69.04% |
| December 31, 2020 | 69.04% |
| November 30, 2020 | 69.04% |
| October 31, 2020 | 69.04% |
| September 30, 2020 | 69.04% |
| August 31, 2020 | 62.29% |
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
62.29%
Minimum
Jun 2020
69.04%
Maximum
Sep 2020
68.18%
Average
69.04%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Sports Toto Bhd | 8.91% |
| Sime Darby Bhd | 61.11% |
| HWGG Entertainment Ltd | 99.93% |
| Genting Malaysia Bhd | 58.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.25 |
| Beta (5Y) | 0.5085 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.47% |
| Historical Sharpe Ratio (5Y) | -0.1605 |
| Historical Sortino (5Y) | -0.2317 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.90% |