Genesis Healthcare Inc (GENN)
0.0002
0.00 (0.00%)
USD |
OTCM |
Nov 14, 16:00
Genesis Healthcare Max Drawdown (5Y): 100.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 100.00% |
| September 30, 2024 | 100.00% |
| August 31, 2024 | 100.00% |
| July 31, 2024 | 100.00% |
| June 30, 2024 | 100.00% |
| May 31, 2024 | 100.00% |
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 100.00% |
| October 31, 2023 | 100.00% |
| September 30, 2023 | 100.00% |
| August 31, 2023 | 100.00% |
| July 31, 2023 | 100.00% |
| June 30, 2023 | 100.00% |
| May 31, 2023 | 99.96% |
| April 30, 2023 | 99.96% |
| March 31, 2023 | 99.96% |
| February 28, 2023 | 99.96% |
| January 31, 2023 | 99.96% |
| December 31, 2022 | 99.96% |
| November 30, 2022 | 99.96% |
| October 31, 2022 | 99.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.96% |
| August 31, 2022 | 99.96% |
| July 31, 2022 | 99.96% |
| June 30, 2022 | 96.80% |
| May 31, 2022 | 96.80% |
| April 30, 2022 | 96.80% |
| March 31, 2022 | 96.80% |
| February 28, 2022 | 96.80% |
| January 31, 2022 | 96.80% |
| December 31, 2021 | 96.80% |
| November 30, 2021 | 96.80% |
| October 31, 2021 | 96.80% |
| September 30, 2021 | 96.80% |
| August 31, 2021 | 96.08% |
| July 31, 2021 | 96.08% |
| June 30, 2021 | 96.08% |
| May 31, 2021 | 96.08% |
| April 30, 2021 | 96.08% |
| March 31, 2021 | 93.98% |
| February 28, 2021 | 92.52% |
| January 31, 2021 | 92.52% |
| December 31, 2020 | 92.52% |
| November 30, 2020 | 92.52% |
| October 31, 2020 | 92.52% |
| September 30, 2020 | 92.52% |
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
92.52%
Minimum
Nov 2019
100.00%
Maximum
Jun 2023
97.04%
Average
96.80%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Brookdale Senior Living Inc | 95.44% |
| Ensign Group Inc | 55.56% |
| Pennant Group Inc | 86.27% |
| LifeStance Health Group Inc | -- |
| PACS Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -77.91 |
| Beta (5Y) | -0.5523 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.00K% |
| Historical Sharpe Ratio (5Y) | -0.0018 |
| Historical Sortino (5Y) | -1.008 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 66.21% |