Genting Singapore Ltd (GIGNF)
0.7139
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Genting Singapore Max Drawdown (5Y): 67.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.42% |
March 31, 2024 | 67.42% |
February 29, 2024 | 67.42% |
January 31, 2024 | 67.42% |
December 31, 2023 | 67.42% |
November 30, 2023 | 67.42% |
October 31, 2023 | 67.42% |
September 30, 2023 | 67.42% |
August 31, 2023 | 67.42% |
July 31, 2023 | 67.42% |
June 30, 2023 | 67.42% |
May 31, 2023 | 67.42% |
April 30, 2023 | 67.42% |
March 31, 2023 | 67.42% |
February 28, 2023 | 67.42% |
January 31, 2023 | 67.42% |
December 31, 2022 | 67.42% |
November 30, 2022 | 67.42% |
October 31, 2022 | 67.42% |
September 30, 2022 | 67.42% |
August 31, 2022 | 67.42% |
July 31, 2022 | 67.42% |
June 30, 2022 | 67.42% |
May 31, 2022 | 67.42% |
April 30, 2022 | 67.42% |
Date | Value |
---|---|
March 31, 2022 | 67.42% |
February 28, 2022 | 67.42% |
January 31, 2022 | 67.42% |
December 31, 2021 | 67.42% |
November 30, 2021 | 67.42% |
October 31, 2021 | 67.42% |
September 30, 2021 | 67.42% |
August 31, 2021 | 67.42% |
July 31, 2021 | 67.42% |
June 30, 2021 | 67.42% |
May 31, 2021 | 67.42% |
April 30, 2021 | 67.42% |
March 31, 2021 | 67.42% |
February 28, 2021 | 67.42% |
January 31, 2021 | 67.42% |
December 31, 2020 | 70.62% |
November 30, 2020 | 75.48% |
October 31, 2020 | 75.48% |
September 30, 2020 | 75.48% |
August 31, 2020 | 75.48% |
July 31, 2020 | 75.48% |
June 30, 2020 | 75.48% |
May 31, 2020 | 75.48% |
April 30, 2020 | 75.48% |
March 31, 2020 | 75.48% |
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
67.42%
Minimum
Jan 2021
75.48%
Maximum
May 2019
70.03%
Average
67.42%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
China Yuchai International Ltd | 66.31% |
LightInTheBox Holding Co Ltd | 89.38% |
Webuy Global Ltd | -- |
noco-noco Inc | -- |
YY Group Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.823 |
Beta (5Y) | 0.6911 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.35% |
Historical Sharpe Ratio (5Y) | 0.0212 |
Historical Sortino (5Y) | 0.0298 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.31% |