The GEO Group Inc (GEO)
28.73
+0.92
(+3.31%)
USD |
NYSE |
Nov 21, 16:00
28.96
+0.23
(+0.80%)
Pre-Market: 07:21
GEO Group Max Drawdown (5Y): 77.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.74% |
| September 30, 2024 | 77.74% |
| August 31, 2024 | 77.74% |
| July 31, 2024 | 77.74% |
| June 30, 2024 | 77.74% |
| May 31, 2024 | 77.74% |
| April 30, 2024 | 77.74% |
| March 31, 2024 | 77.74% |
| February 29, 2024 | 77.74% |
| January 31, 2024 | 77.74% |
| December 31, 2023 | 77.74% |
| November 30, 2023 | 77.74% |
| October 31, 2023 | 77.74% |
| September 30, 2023 | 77.74% |
| August 31, 2023 | 77.74% |
| July 31, 2023 | 77.74% |
| June 30, 2023 | 77.74% |
| May 31, 2023 | 77.74% |
| April 30, 2023 | 77.74% |
| March 31, 2023 | 77.74% |
| February 28, 2023 | 77.74% |
| January 31, 2023 | 77.74% |
| December 31, 2022 | 77.74% |
| November 30, 2022 | 77.74% |
| October 31, 2022 | 77.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.74% |
| August 31, 2022 | 77.74% |
| July 31, 2022 | 77.74% |
| June 30, 2022 | 77.74% |
| May 31, 2022 | 77.74% |
| April 30, 2022 | 77.74% |
| March 31, 2022 | 77.74% |
| February 28, 2022 | 77.74% |
| January 31, 2022 | 77.74% |
| December 31, 2021 | 77.74% |
| November 30, 2021 | 77.74% |
| October 31, 2021 | 77.74% |
| September 30, 2021 | 77.74% |
| August 31, 2021 | 77.74% |
| July 31, 2021 | 77.74% |
| June 30, 2021 | 77.74% |
| May 31, 2021 | 77.74% |
| April 30, 2021 | 75.99% |
| March 31, 2021 | 68.63% |
| February 28, 2021 | 68.63% |
| January 31, 2021 | 67.72% |
| December 31, 2020 | 65.69% |
| November 30, 2020 | 65.69% |
| October 31, 2020 | 65.69% |
| September 30, 2020 | 61.81% |
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
51.28%
Minimum
Nov 2019
77.74%
Maximum
May 2021
73.01%
Average
77.74%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Ameriguard Security Services Inc | 98.89% |
| Wealthcraft Capital Inc | 99.33% |
| Blue Line Protection Group Inc | 99.92% |
| ADT Inc | -- |
| Northrop Grumman Corp | 29.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.289 |
| Beta (5Y) | 0.6370 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.39% |
| Historical Sharpe Ratio (5Y) | 0.0201 |
| Historical Sortino (5Y) | 0.0326 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.21% |