Gjensidige Forsikring ASA (GJNSY)
16.62
-0.32
(-1.92%)
USD |
OTCM |
Nov 14, 11:51
Gjensidige Forsikring Max Drawdown (5Y): 43.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.65% |
| September 30, 2024 | 43.65% |
| August 31, 2024 | 43.65% |
| July 31, 2024 | 43.65% |
| June 30, 2024 | 43.65% |
| May 31, 2024 | 43.65% |
| April 30, 2024 | 43.65% |
| March 31, 2024 | 43.65% |
| February 29, 2024 | 43.65% |
| January 31, 2024 | 43.65% |
| December 31, 2023 | 43.65% |
| November 30, 2023 | 43.65% |
| October 31, 2023 | 43.65% |
| September 30, 2023 | 41.14% |
| August 31, 2023 | 41.01% |
| July 31, 2023 | 39.35% |
| June 30, 2023 | 38.86% |
| May 31, 2023 | 37.59% |
| April 30, 2023 | 37.59% |
| March 31, 2023 | 37.59% |
| February 28, 2023 | 34.13% |
| January 31, 2023 | 34.13% |
| December 31, 2022 | 34.13% |
| November 30, 2022 | 34.13% |
| October 31, 2022 | 34.13% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.34% |
| August 31, 2022 | 30.34% |
| July 31, 2022 | 30.34% |
| June 30, 2022 | 30.34% |
| May 31, 2022 | 30.34% |
| April 30, 2022 | 30.34% |
| March 31, 2022 | 30.34% |
| February 28, 2022 | 30.34% |
| January 31, 2022 | 30.34% |
| December 31, 2021 | 30.34% |
| November 30, 2021 | 30.34% |
| October 31, 2021 | 30.34% |
| September 30, 2021 | 30.34% |
| August 31, 2021 | 30.34% |
| July 31, 2021 | 30.34% |
| June 30, 2021 | 30.34% |
| May 31, 2021 | 30.34% |
| April 30, 2021 | 30.34% |
| March 31, 2021 | 30.34% |
| February 28, 2021 | 30.34% |
| January 31, 2021 | 30.34% |
| December 31, 2020 | 30.34% |
| November 30, 2020 | 30.34% |
| October 31, 2020 | 30.34% |
| September 30, 2020 | 30.34% |
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
30.34%
Minimum
Jul 2020
43.65%
Maximum
Oct 2023
34.86%
Average
32.61%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| DNB Bank ASA | -- |
| Storebrand ASA | 64.82% |
| SpareBank 1 SMN | -- |
| ABG Sundal Collier Holding ASA | 99.66% |
| Sparebanken Vest AS | 0.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.177 |
| Beta (5Y) | 0.6867 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.00% |
| Historical Sharpe Ratio (5Y) | 0.1365 |
| Historical Sortino (5Y) | 0.2003 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.03% |