Gen Digital Inc (GEN)
29.81
+0.37
(+1.26%)
USD |
NASDAQ |
Nov 21, 16:00
29.82
+0.01
(+0.03%)
After-Hours: 20:00
Gen Digital Max Drawdown (5Y): 48.41% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.41% |
| September 30, 2024 | 48.41% |
| August 31, 2024 | 48.41% |
| July 31, 2024 | 48.41% |
| June 30, 2024 | 48.41% |
| May 31, 2024 | 48.41% |
| April 30, 2024 | 48.41% |
| March 31, 2024 | 48.41% |
| February 29, 2024 | 48.41% |
| January 31, 2024 | 48.41% |
| December 31, 2023 | 48.41% |
| November 30, 2023 | 48.41% |
| October 31, 2023 | 48.41% |
| September 30, 2023 | 48.41% |
| August 31, 2023 | 48.41% |
| July 31, 2023 | 48.41% |
| June 30, 2023 | 48.41% |
| May 31, 2023 | 48.41% |
| April 30, 2023 | 47.58% |
| March 31, 2023 | 47.58% |
| February 28, 2023 | 47.58% |
| January 31, 2023 | 47.58% |
| December 31, 2022 | 47.58% |
| November 30, 2022 | 47.58% |
| October 31, 2022 | 47.58% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.58% |
| August 31, 2022 | 47.58% |
| July 31, 2022 | 47.58% |
| June 30, 2022 | 47.58% |
| May 31, 2022 | 47.58% |
| April 30, 2022 | 47.58% |
| March 31, 2022 | 47.58% |
| February 28, 2022 | 47.58% |
| January 31, 2022 | 47.58% |
| December 31, 2021 | 47.58% |
| November 30, 2021 | 47.58% |
| October 31, 2021 | 47.58% |
| September 30, 2021 | 47.58% |
| August 31, 2021 | 47.58% |
| July 31, 2021 | 47.58% |
| June 30, 2021 | 47.58% |
| May 31, 2021 | 47.58% |
| April 30, 2021 | 47.58% |
| March 31, 2021 | 47.58% |
| February 28, 2021 | 47.58% |
| January 31, 2021 | 47.58% |
| December 31, 2020 | 47.58% |
| November 30, 2020 | 47.58% |
| October 31, 2020 | 47.58% |
| September 30, 2020 | 47.58% |
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
47.58%
Minimum
Nov 2019
48.41%
Maximum
May 2023
47.83%
Average
47.58%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| PTC Inc | 54.37% |
| Varonis Systems Inc | 78.19% |
| Rapid7 Inc | 80.87% |
| Okta Inc | 84.57% |
| Intapp Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.927 |
| Beta (5Y) | 0.7760 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.73% |
| Historical Sharpe Ratio (5Y) | 0.5024 |
| Historical Sortino (5Y) | 1.046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.64% |