Globant SA (GLOB)
222.79
+7.09
(+3.29%)
USD |
NYSE |
Nov 21, 16:00
222.79
0.00 (0.00%)
After-Hours: 20:00
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% |