GigaMedia Ltd (GIGM)
1.37
+0.02
(+1.55%)
USD |
NASDAQ |
May 01, 16:00
1.37
0.00 (0.00%)
After-Hours: 20:00
GigaMedia Max Drawdown (5Y): 75.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.93% |
March 31, 2024 | 75.93% |
February 29, 2024 | 75.93% |
January 31, 2024 | 75.93% |
December 31, 2023 | 75.93% |
November 30, 2023 | 75.93% |
October 31, 2023 | 75.93% |
September 30, 2023 | 75.93% |
August 31, 2023 | 75.93% |
July 31, 2023 | 75.93% |
June 30, 2023 | 75.93% |
May 31, 2023 | 75.93% |
April 30, 2023 | 75.93% |
March 31, 2023 | 75.93% |
February 28, 2023 | 75.93% |
January 31, 2023 | 75.93% |
December 31, 2022 | 75.93% |
November 30, 2022 | 75.51% |
October 31, 2022 | 75.31% |
September 30, 2022 | 74.90% |
August 31, 2022 | 71.51% |
July 31, 2022 | 71.51% |
June 30, 2022 | 71.51% |
May 31, 2022 | 71.51% |
April 30, 2022 | 71.51% |
Date | Value |
---|---|
March 31, 2022 | 71.51% |
February 28, 2022 | 71.51% |
January 31, 2022 | 71.51% |
December 31, 2021 | 71.51% |
November 30, 2021 | 71.51% |
October 31, 2021 | 71.51% |
September 30, 2021 | 71.51% |
August 31, 2021 | 71.51% |
July 31, 2021 | 71.86% |
June 30, 2021 | 71.86% |
May 31, 2021 | 71.86% |
April 30, 2021 | 71.98% |
March 31, 2021 | 72.09% |
February 28, 2021 | 72.09% |
January 31, 2021 | 72.09% |
December 31, 2020 | 72.09% |
November 30, 2020 | 72.09% |
October 31, 2020 | 72.79% |
September 30, 2020 | 73.08% |
August 31, 2020 | 73.08% |
July 31, 2020 | 73.72% |
June 30, 2020 | 73.72% |
May 31, 2020 | 73.72% |
April 30, 2020 | 73.72% |
March 31, 2020 | 73.72% |
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
71.51%
Minimum
Aug 2021
81.47%
Maximum
May 2019
74.22%
Average
73.72%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
Chunghwa Telecom Co Ltd | 26.51% |
Mega Matrix Corp | 95.39% |
Inuvo Inc | 95.07% |
Globalstar Inc | 90.63% |
Loop Media Inc | 98.83% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.35 |
Beta (5Y) | 0.4091 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.94% |
Historical Sharpe Ratio (5Y) | -0.4459 |
Historical Sortino (5Y) | -0.721 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.96% |