General Motors Co (GM)

51.81 +1.47 (+2.92%) USD  |  NYSE  |  Dec 20, 16:00
51.82 +0.01 (+0.02%) After-Hours: 20:00
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General Motors Max Drawdown (5Y): 59.94% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Tesla Inc 73.63%
Ford Motor Co 66.45%
Lucid Group Inc --
Rivian Automotive Inc --
Winnebago Industries Inc 67.12%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.31
Beta (5Y) 1.422
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.61%
Historical Sharpe Ratio (5Y) 0.1762
Historical Sortino (5Y) 0.2946
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.64%