The GEO Group Inc (GEO)
15.00
+0.14
(+0.91%)
USD |
NYSE |
Apr 23, 15:49
GEO Group Max Drawdown (5Y): 77.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| June 30, 2022 | 77.74% |
| May 31, 2022 | 77.74% |
| April 30, 2022 | 77.74% |
| March 31, 2022 | 77.74% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 61.81% |
| July 31, 2020 | 61.81% |
| June 30, 2020 | 61.81% |
| May 31, 2020 | 61.81% |
| April 30, 2020 | 61.81% |
| March 31, 2020 | 61.81% |
| February 29, 2020 | 51.28% |
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
Apr 2019
77.74%
Maximum
May 2021
69.93%
Average
77.74%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Ameriguard Security Services Inc | 95.99% |
| Global Digital Solutions Inc | 99.88% |
| Wealthcraft Capital Inc | 98.78% |
| Blue Line Protection Group Inc | 99.90% |
| ADT Inc | 67.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.38 |
| Beta (5Y) | 0.6245 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.89% |
| Historical Sharpe Ratio (5Y) | -0.0718 |
| Historical Sortino (5Y) | -0.1139 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.82% |