Geospace Technologies Corp (GEOS)
13.65
-0.23
(-1.66%)
USD |
NASDAQ |
May 07, 16:00
13.31
-0.34
(-2.49%)
After-Hours: 18:00
Geospace Technologies Max Drawdown (5Y): 80.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.96% |
March 31, 2024 | 80.96% |
February 29, 2024 | 80.96% |
January 31, 2024 | 80.96% |
December 31, 2023 | 80.96% |
November 30, 2023 | 80.96% |
October 31, 2023 | 85.56% |
September 30, 2023 | 86.54% |
August 31, 2023 | 86.54% |
July 31, 2023 | 88.28% |
June 30, 2023 | 88.28% |
May 31, 2023 | 88.28% |
April 30, 2023 | 88.28% |
March 31, 2023 | 89.39% |
February 28, 2023 | 90.45% |
January 31, 2023 | 90.67% |
December 31, 2022 | 90.99% |
November 30, 2022 | 90.99% |
October 31, 2022 | 90.99% |
September 30, 2022 | 90.99% |
August 31, 2022 | 90.99% |
July 31, 2022 | 90.99% |
June 30, 2022 | 90.99% |
May 31, 2022 | 90.99% |
April 30, 2022 | 90.99% |
Date | Value |
---|---|
March 31, 2022 | 90.99% |
February 28, 2022 | 90.99% |
January 31, 2022 | 90.99% |
December 31, 2021 | 90.99% |
November 30, 2021 | 90.99% |
October 31, 2021 | 90.99% |
September 30, 2021 | 90.99% |
August 31, 2021 | 90.99% |
July 31, 2021 | 90.99% |
June 30, 2021 | 90.99% |
May 31, 2021 | 90.99% |
April 30, 2021 | 90.99% |
March 31, 2021 | 90.99% |
February 28, 2021 | 90.99% |
January 31, 2021 | 90.99% |
December 31, 2020 | 90.99% |
November 30, 2020 | 91.73% |
October 31, 2020 | 92.42% |
September 30, 2020 | 92.42% |
August 31, 2020 | 92.42% |
July 31, 2020 | 92.42% |
June 30, 2020 | 92.42% |
May 31, 2020 | 92.42% |
April 30, 2020 | 92.42% |
March 31, 2020 | 92.42% |
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
80.96%
Minimum
Nov 2023
92.42%
Maximum
May 2019
89.97%
Average
90.99%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
MRC Global Inc | 84.49% |
Dril-Quip Inc | 72.22% |
Superior Drilling Products Inc | 94.66% |
ChampionX Corp | 93.37% |
Drilling Tools International Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.97 |
Beta (5Y) | 0.7992 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.43% |
Historical Sharpe Ratio (5Y) | -0.065 |
Historical Sortino (5Y) | -0.1047 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.95% |