Greystone Logistics Inc (GLGI)
1.06
0.00 (0.00%)
USD |
OTCM |
Apr 25, 16:00
Greystone Logistics Max Drawdown (5Y): 67.61% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 67.61% |
February 29, 2024 | 67.61% |
January 31, 2024 | 67.61% |
December 31, 2023 | 67.61% |
November 30, 2023 | 67.61% |
October 31, 2023 | 67.61% |
September 30, 2023 | 67.61% |
August 31, 2023 | 67.61% |
July 31, 2023 | 67.61% |
June 30, 2023 | 67.61% |
May 31, 2023 | 67.61% |
April 30, 2023 | 67.61% |
March 31, 2023 | 67.61% |
February 28, 2023 | 67.61% |
January 31, 2023 | 67.61% |
December 31, 2022 | 61.09% |
November 30, 2022 | 61.09% |
October 31, 2022 | 61.09% |
September 30, 2022 | 61.09% |
August 31, 2022 | 61.09% |
July 31, 2022 | 61.09% |
June 30, 2022 | 61.09% |
May 31, 2022 | 61.09% |
April 30, 2022 | 61.09% |
March 31, 2022 | 61.09% |
Date | Value |
---|---|
February 28, 2022 | 61.09% |
January 31, 2022 | 67.16% |
December 31, 2021 | 67.90% |
November 30, 2021 | 67.91% |
October 31, 2021 | 68.34% |
September 30, 2021 | 68.66% |
August 31, 2021 | 68.66% |
July 31, 2021 | 68.66% |
June 30, 2021 | 68.66% |
May 31, 2021 | 68.66% |
April 30, 2021 | 68.66% |
March 31, 2021 | 68.66% |
February 28, 2021 | 68.66% |
January 31, 2021 | 68.66% |
December 31, 2020 | 68.66% |
November 30, 2020 | 74.63% |
October 31, 2020 | 79.10% |
September 30, 2020 | 79.10% |
August 31, 2020 | 79.10% |
July 31, 2020 | 79.10% |
June 30, 2020 | 79.10% |
May 31, 2020 | 79.10% |
April 30, 2020 | 79.10% |
March 31, 2020 | 79.10% |
February 29, 2020 | 79.10% |
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
61.09%
Minimum
Feb 2022
79.10%
Maximum
Apr 2019
70.36%
Average
68.50%
Median
Max Drawdown (5Y) Benchmarks
Century Aluminum Co | 87.51% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.154 |
Beta (5Y) | 1.216 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.95% |
Historical Sharpe Ratio (5Y) | 0.1989 |
Historical Sortino (5Y) | 0.5448 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.15% |