Genting Bhd (GEBHY)
4.47
-0.46
(-9.33%)
USD |
OTCM |
Nov 04, 16:00
Genting Max Drawdown (5Y): 83.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.51% |
| September 30, 2024 | 83.51% |
| August 31, 2024 | 83.51% |
| July 31, 2024 | 83.51% |
| June 30, 2024 | 83.51% |
| May 31, 2024 | 83.51% |
| April 30, 2024 | 83.51% |
| March 31, 2024 | 83.51% |
| February 29, 2024 | 83.51% |
| January 31, 2024 | 83.51% |
| December 31, 2023 | 83.51% |
| November 30, 2023 | 83.51% |
| October 31, 2023 | 83.51% |
| September 30, 2023 | 83.51% |
| August 31, 2023 | 83.51% |
| July 31, 2023 | 83.51% |
| June 30, 2023 | 83.51% |
| May 31, 2023 | 83.51% |
| April 30, 2023 | 83.51% |
| March 31, 2023 | 83.51% |
| February 28, 2023 | 83.51% |
| January 31, 2023 | 83.51% |
| December 31, 2022 | 83.51% |
| November 30, 2022 | 83.51% |
| October 31, 2022 | 83.51% |
| Date | Value |
|---|---|
| September 30, 2022 | 83.51% |
| August 31, 2022 | 83.51% |
| July 31, 2022 | 83.51% |
| June 30, 2022 | 83.51% |
| May 31, 2022 | 83.51% |
| April 30, 2022 | 83.51% |
| March 31, 2022 | 83.51% |
| February 28, 2022 | 83.51% |
| January 31, 2022 | 83.51% |
| December 31, 2021 | 83.51% |
| November 30, 2021 | 83.51% |
| October 31, 2021 | 83.51% |
| September 30, 2021 | 83.51% |
| August 31, 2021 | 83.51% |
| July 31, 2021 | 83.51% |
| June 30, 2021 | 83.51% |
| May 31, 2021 | 83.51% |
| April 30, 2021 | 83.51% |
| March 31, 2021 | 83.51% |
| February 28, 2021 | 83.51% |
| January 31, 2021 | 83.51% |
| December 31, 2020 | 83.51% |
| November 30, 2020 | 83.51% |
| October 31, 2020 | 83.51% |
| September 30, 2020 | 83.51% |
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
69.22%
Minimum
Nov 2019
83.51%
Maximum
Mar 2020
82.60%
Average
83.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Sports Toto Bhd | 8.91% |
| Sime Darby Bhd | 61.11% |
| HWGG Entertainment Ltd | 99.93% |
| Genting Malaysia Bhd | 67.38% |
| Synergy Empire Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.13 |
| Beta (5Y) | 1.121 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.13% |
| Historical Sharpe Ratio (5Y) | -0.1863 |
| Historical Sortino (5Y) | -0.3096 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.45% |