Genting Singapore Ltd (GIGNY)
32.91
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Genting Singapore Max Drawdown (5Y): 62.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.63% |
March 31, 2024 | 62.63% |
February 29, 2024 | 62.63% |
January 31, 2024 | 62.63% |
December 31, 2023 | 62.63% |
November 30, 2023 | 62.63% |
October 31, 2023 | 62.63% |
September 30, 2023 | 62.63% |
August 31, 2023 | 62.63% |
July 31, 2023 | 62.63% |
June 30, 2023 | 62.63% |
May 31, 2023 | 62.63% |
April 30, 2023 | 62.63% |
March 31, 2023 | 62.63% |
February 28, 2023 | 62.63% |
January 31, 2023 | 62.63% |
December 31, 2022 | 62.63% |
November 30, 2022 | 62.63% |
October 31, 2022 | 62.63% |
September 30, 2022 | 62.63% |
August 31, 2022 | 62.63% |
July 31, 2022 | 62.63% |
June 30, 2022 | 62.63% |
May 31, 2022 | 62.63% |
April 30, 2022 | 62.63% |
Date | Value |
---|---|
March 31, 2022 | 62.63% |
February 28, 2022 | 62.63% |
January 31, 2022 | 62.63% |
December 31, 2021 | 62.63% |
November 30, 2021 | 62.63% |
October 31, 2021 | 62.63% |
September 30, 2021 | 62.63% |
August 31, 2021 | 62.63% |
July 31, 2021 | 62.63% |
June 30, 2021 | 62.63% |
May 31, 2021 | 62.63% |
April 30, 2021 | 62.63% |
March 31, 2021 | 62.63% |
February 28, 2021 | 66.38% |
January 31, 2021 | 66.38% |
December 31, 2020 | 67.82% |
November 30, 2020 | 73.07% |
October 31, 2020 | 73.07% |
September 30, 2020 | 73.07% |
August 31, 2020 | 73.07% |
July 31, 2020 | 73.07% |
June 30, 2020 | 73.07% |
May 31, 2020 | 73.07% |
April 30, 2020 | 73.07% |
March 31, 2020 | 73.07% |
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
62.63%
Minimum
Mar 2021
73.07%
Maximum
May 2019
66.15%
Average
62.63%
Median
Mar 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) | -11.63 |
Beta (5Y) | 0.9761 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.09% |
Historical Sharpe Ratio (5Y) | -0.0242 |
Historical Sortino (5Y) | -0.0381 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.54% |