Giant Group Ltd (GGLT)
499.00
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Giant Group Max Drawdown (5Y): 92.33% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 92.33% |
| August 31, 2024 | 92.33% |
| July 31, 2024 | 92.33% |
| June 30, 2024 | 92.33% |
| May 31, 2024 | 92.33% |
| April 30, 2024 | 92.33% |
| March 31, 2024 | 92.33% |
| February 29, 2024 | 92.33% |
| January 31, 2024 | 92.33% |
| December 31, 2023 | 92.33% |
| November 30, 2023 | 92.33% |
| October 31, 2023 | 92.33% |
| September 30, 2023 | 92.33% |
| August 31, 2023 | 92.33% |
| July 31, 2023 | 92.33% |
| June 30, 2023 | 92.33% |
| May 31, 2023 | 92.33% |
| April 30, 2023 | 92.33% |
| March 31, 2023 | 92.33% |
| February 28, 2023 | 92.33% |
| January 31, 2023 | 92.33% |
| December 31, 2022 | 92.33% |
| November 30, 2022 | 92.33% |
| October 31, 2022 | 92.33% |
| September 30, 2022 | 92.33% |
| Date | Value |
|---|---|
| August 31, 2022 | 92.33% |
| July 31, 2022 | 92.33% |
| June 30, 2022 | 92.33% |
| May 31, 2022 | 92.33% |
| April 30, 2022 | 92.33% |
| March 31, 2022 | 92.33% |
| February 28, 2022 | 92.33% |
| January 31, 2022 | 92.33% |
| December 31, 2021 | 92.33% |
| November 30, 2021 | 92.33% |
| October 31, 2021 | 92.33% |
| September 30, 2021 | 92.33% |
| August 31, 2021 | 92.33% |
| July 31, 2021 | 92.33% |
| June 30, 2021 | 92.33% |
| May 31, 2021 | 92.33% |
| April 30, 2021 | 92.33% |
| March 31, 2021 | 92.33% |
| February 28, 2021 | 92.33% |
| January 31, 2021 | 92.33% |
| December 31, 2020 | 92.33% |
| November 30, 2020 | 92.33% |
| October 31, 2020 | 92.33% |
| September 30, 2020 | 77.17% |
| August 31, 2020 | 70.50% |
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
48.33%
Minimum
Nov 2019
92.33%
Maximum
Oct 2020
86.90%
Average
92.33%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Foodbase Group Inc | 90.91% |
| Potbelly Corp | 88.03% |
| First Watch Restaurant Group Inc | -- |
| Bloomin Brands Inc | 79.70% |
| Flanigan'S Enterprises Inc | 71.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.01 |
| Beta (5Y) | 1.527 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 179.6% |
| Historical Sharpe Ratio (5Y) | 0.0215 |
| Historical Sortino (5Y) | 0.0766 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.25% |