Globant SA (GLOB)
211.44
+1.32
(+0.63%)
USD |
NYSE |
Nov 04, 13:30
Globant Max Drawdown (5Y): 61.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 61.33% |
September 30, 2024 | 61.33% |
August 31, 2024 | 61.33% |
July 31, 2024 | 61.33% |
June 30, 2024 | 61.33% |
May 31, 2024 | 61.33% |
April 30, 2024 | 61.33% |
March 31, 2024 | 61.33% |
February 29, 2024 | 61.33% |
January 31, 2024 | 61.33% |
December 31, 2023 | 61.33% |
November 30, 2023 | 61.33% |
October 31, 2023 | 61.33% |
September 30, 2023 | 61.33% |
August 31, 2023 | 61.33% |
July 31, 2023 | 61.33% |
June 30, 2023 | 61.33% |
May 31, 2023 | 61.33% |
April 30, 2023 | 58.73% |
March 31, 2023 | 58.10% |
February 28, 2023 | 55.96% |
January 31, 2023 | 55.96% |
December 31, 2022 | 54.86% |
November 30, 2022 | 54.86% |
October 31, 2022 | 52.93% |
Date | Value |
---|---|
September 30, 2022 | 52.75% |
August 31, 2022 | 52.75% |
July 31, 2022 | 52.75% |
June 30, 2022 | 52.75% |
May 31, 2022 | 52.75% |
April 30, 2022 | 46.11% |
March 31, 2022 | 46.11% |
February 28, 2022 | 46.11% |
January 31, 2022 | 46.11% |
December 31, 2021 | 46.11% |
November 30, 2021 | 46.11% |
October 31, 2021 | 46.11% |
September 30, 2021 | 46.11% |
August 31, 2021 | 46.11% |
July 31, 2021 | 46.11% |
June 30, 2021 | 46.11% |
May 31, 2021 | 46.11% |
April 30, 2021 | 46.11% |
March 31, 2021 | 46.11% |
February 28, 2021 | 46.11% |
January 31, 2021 | 46.11% |
December 31, 2020 | 46.11% |
November 30, 2020 | 46.11% |
October 31, 2020 | 46.11% |
September 30, 2020 | 46.11% |
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
39.04%
Minimum
Nov 2019
61.33%
Maximum
May 2023
51.89%
Average
49.43%
Median
Max Drawdown (5Y) Benchmarks
ALT5 Sigma Corp | 97.69% |
Cantaloupe Inc | 82.71% |
Aurora Innovation Inc | -- |
AtlasClear Holdings Inc | -- |
Veea Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.641 |
Beta (5Y) | 1.386 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.59% |
Historical Sharpe Ratio (5Y) | 0.3273 |
Historical Sortino (5Y) | 0.6319 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.89% |