Goliath Film & Media Holdings (GFMH)
0.0035
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Goliath Film & Media Holdings Max Drawdown (5Y): 91.89% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 91.89% |
| August 31, 2024 | 91.89% |
| July 31, 2024 | 91.89% |
| June 30, 2024 | 91.89% |
| May 31, 2024 | 91.89% |
| April 30, 2024 | 91.89% |
| March 31, 2024 | 91.89% |
| February 29, 2024 | 91.89% |
| January 31, 2024 | 91.89% |
| December 31, 2023 | 91.89% |
| November 30, 2023 | 91.89% |
| October 31, 2023 | 91.89% |
| September 30, 2023 | 91.89% |
| August 31, 2023 | 91.89% |
| July 31, 2023 | 91.89% |
| June 30, 2023 | 91.11% |
| May 31, 2023 | 91.11% |
| April 30, 2023 | 91.11% |
| March 31, 2023 | 91.11% |
| February 28, 2023 | 91.11% |
| January 31, 2023 | 91.11% |
| December 31, 2022 | 91.11% |
| November 30, 2022 | 88.23% |
| October 31, 2022 | 88.23% |
| September 30, 2022 | 88.23% |
| Date | Value |
|---|---|
| August 31, 2022 | 86.66% |
| July 31, 2022 | 86.47% |
| June 30, 2022 | 94.06% |
| May 31, 2022 | 97.00% |
| April 30, 2022 | 97.00% |
| March 31, 2022 | 97.00% |
| February 28, 2022 | 97.00% |
| January 31, 2022 | 97.20% |
| December 31, 2021 | 98.40% |
| November 30, 2021 | 98.76% |
| October 31, 2021 | 98.96% |
| September 30, 2021 | 99.52% |
| August 31, 2021 | 99.60% |
| July 31, 2021 | 99.60% |
| June 30, 2021 | 99.60% |
| May 31, 2021 | 99.60% |
| April 30, 2021 | 99.78% |
| March 31, 2021 | 99.78% |
| February 28, 2021 | 99.82% |
| January 31, 2021 | 99.96% |
| December 31, 2020 | 99.97% |
| November 30, 2020 | 99.97% |
| October 31, 2020 | 99.97% |
| September 30, 2020 | 99.97% |
| August 31, 2020 | 99.97% |
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
86.47%
Minimum
Jul 2022
99.97%
Maximum
Nov 2019
95.36%
Average
97.00%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
| Everlert Inc | 99.86% |
| Alliance Entertainment Holding Corp | -- |
| TKO Group Holdings Inc | -- |
| Paramount Global | 89.52% |
| Cineverse Corp | 98.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.89 |
| Beta (5Y) | 0.6004 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 134.2% |
| Historical Sharpe Ratio (5Y) | -0.0498 |
| Historical Sortino (5Y) | -0.1308 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.00% |