Geospace Technologies Corp (GEOS)
13.62
+1.19
(+9.57%)
USD |
NASDAQ |
Nov 21, 16:00
13.73
+0.11
(+0.81%)
After-Hours: 20:00
Geospace Technologies Max Drawdown (5Y): 80.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.96% |
| September 30, 2024 | 80.96% |
| August 31, 2024 | 80.96% |
| July 31, 2024 | 80.96% |
| June 30, 2024 | 80.96% |
| May 31, 2024 | 80.96% |
| April 30, 2024 | 80.96% |
| March 31, 2024 | 80.96% |
| February 29, 2024 | 80.96% |
| January 31, 2024 | 81.22% |
| December 31, 2023 | 88.99% |
| November 30, 2023 | 89.01% |
| October 31, 2023 | 89.01% |
| September 30, 2023 | 89.30% |
| August 31, 2023 | 89.30% |
| July 31, 2023 | 89.30% |
| June 30, 2023 | 89.30% |
| May 31, 2023 | 89.39% |
| April 30, 2023 | 90.45% |
| March 31, 2023 | 90.73% |
| February 28, 2023 | 91.34% |
| January 31, 2023 | 91.34% |
| December 31, 2022 | 91.34% |
| November 30, 2022 | 91.34% |
| October 31, 2022 | 91.34% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.34% |
| August 31, 2022 | 91.34% |
| July 31, 2022 | 91.34% |
| June 30, 2022 | 91.34% |
| May 31, 2022 | 91.34% |
| April 30, 2022 | 91.34% |
| March 31, 2022 | 91.34% |
| February 28, 2022 | 91.34% |
| January 31, 2022 | 91.34% |
| December 31, 2021 | 91.34% |
| November 30, 2021 | 91.34% |
| October 31, 2021 | 91.34% |
| September 30, 2021 | 91.34% |
| August 31, 2021 | 91.34% |
| July 31, 2021 | 91.34% |
| June 30, 2021 | 91.34% |
| May 31, 2021 | 91.34% |
| April 30, 2021 | 91.34% |
| March 31, 2021 | 91.34% |
| February 28, 2021 | 91.34% |
| January 31, 2021 | 91.73% |
| December 31, 2020 | 92.42% |
| November 30, 2020 | 92.42% |
| October 31, 2020 | 92.42% |
| September 30, 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
Feb 2024
92.42%
Maximum
Nov 2019
89.56%
Average
91.34%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| MRC Global Inc | 84.49% |
| Natural Gas Services Group Inc | 87.91% |
| NOV Inc | 83.65% |
| ChampionX Corp | -- |
| Drilling Tools International Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.48 |
| Beta (5Y) | 0.6168 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.64% |
| Historical Sharpe Ratio (5Y) | -0.1219 |
| Historical Sortino (5Y) | -0.1942 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.57% |