Genting Bhd (GEBHY)
4.39
+0.54
(+13.88%)
USD |
OTCM |
Nov 22, 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 | 26.00% |
Sime Darby Bhd | 61.11% |
HWGG Entertainment Ltd | 99.93% |
Genting Malaysia Bhd | 58.92% |
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% |