The GEO Group, Inc. (GEO)
31.49
+0.11
(+0.35%)
USD |
NYSE |
Sep 11, 16:00
31.48
-0.01
(-0.03%)
Pre-Market: 20:00
GEO Group Max Drawdown (5Y) : 77.13% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 77.13% |
| July 31, 2026 | 77.13% |
| June 30, 2026 | 77.13% |
| May 31, 2026 | 77.13% |
| April 30, 2026 | 77.74% |
| March 31, 2026 | 77.74% |
| February 28, 2026 | 77.74% |
| January 31, 2026 | 77.74% |
| December 31, 2025 | 77.74% |
| November 30, 2025 | 77.74% |
| October 31, 2025 | 77.74% |
| September 30, 2025 | 77.74% |
| August 31, 2025 | 77.74% |
| July 31, 2025 | 77.74% |
| June 30, 2025 | 77.74% |
| May 31, 2025 | 77.74% |
| April 30, 2025 | 77.74% |
| March 31, 2025 | 77.74% |
| February 28, 2025 | 77.74% |
| January 31, 2025 | 77.74% |
| December 31, 2024 | 77.74% |
| November 30, 2024 | 77.74% |
| October 31, 2024 | 77.74% |
| September 30, 2024 | 77.74% |
| August 31, 2024 | 77.74% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 77.74% |
| August 31, 2022 | 77.74% |
| July 31, 2022 | 77.74% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| CoreCivic, Inc. | 68.84% |
| Liquidity Services, Inc. | 58.60% |
| V2X, Inc. | 50.21% |
| ABM Industries, Inc. | 34.35% |
| Avalon Holdings Corp. | 78.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 21.86 |
| Beta (5Y) | 0.7778 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.99% |
| Historical Sharpe Ratio (5Y) | 0.4986 |
| Historical Sortino (5Y) | 1.173 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.68% |