Gen Digital Inc (GEN)
19.80
+0.12
(+0.64%)
USD |
NASDAQ |
May 03, 12:40
Gen Digital Max Drawdown (5Y): 48.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 47.58% |
| July 31, 2020 | 47.58% |
| June 30, 2020 | 47.58% |
| May 31, 2020 | 47.58% |
| April 30, 2020 | 47.58% |
| March 31, 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
May 2019
48.41%
Maximum
May 2023
47.74%
Average
47.58%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Microsoft Corp | 37.14% |
| PTC Inc | 54.37% |
| CrowdStrike Holdings Inc | -- |
| Manhattan Associates Inc | 57.93% |
| SS&C Technologies Holdings Inc | 48.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.944 |
| Beta (5Y) | 0.8457 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.24% |
| Historical Sharpe Ratio (5Y) | 0.2185 |
| Historical Sortino (5Y) | 0.4582 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.80% |