GigaMedia Ltd (GIGM)
1.494
0.00 (0.00%)
USD |
NASDAQ |
Nov 13, 16:00
1.49
0.00 (0.00%)
After-Hours: 20:00
GigaMedia Max Drawdown (5Y): 75.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.93% |
| September 30, 2024 | 75.93% |
| August 31, 2024 | 75.93% |
| July 31, 2024 | 75.93% |
| June 30, 2024 | 75.93% |
| May 31, 2024 | 75.93% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
76.21%
Maximum
Nov 2019
73.91%
Average
73.72%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
| Chunghwa Telecom Co Ltd | 26.51% |
| Mega Matrix Inc | 95.39% |
| Kartoon Studios Inc | 99.07% |
| The Arena Group Holdings Inc | 97.16% |
| Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.76 |
| Beta (5Y) | 0.3708 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.41% |
| Historical Sharpe Ratio (5Y) | -0.4265 |
| Historical Sortino (5Y) | -0.6789 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.96% |