GigaMedia Ltd (GIGM)

1.455 0.00 (0.00%) USD  |  NASDAQ  |  Dec 20, 16:00
1.45 0.00 (0.00%) After-Hours: 20:00
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GigaMedia Max Drawdown (5Y): 75.93% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Chunghwa Telecom Co Ltd 26.51%
Mega Matrix Inc 95.39%
Kartoon Studios Inc 99.21%
The Arena Group Holdings Inc 97.41%
Globalstar Inc 92.44%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -17.44
Beta (5Y) 0.3803
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.39%
Historical Sharpe Ratio (5Y) -0.4069
Historical Sortino (5Y) -0.6462
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.71%