Genting Malaysia Bhd (GMALF)
0.5416
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Genting Malaysia Max Drawdown (5Y): 67.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 67.38% |
| March 31, 2024 | 67.38% |
| February 29, 2024 | 67.38% |
| January 31, 2024 | 67.38% |
| December 31, 2023 | 67.38% |
| November 30, 2023 | 67.38% |
| October 31, 2023 | 67.38% |
| September 30, 2023 | 67.38% |
| August 31, 2023 | 67.38% |
| July 31, 2023 | 67.38% |
| June 30, 2023 | 67.38% |
| May 31, 2023 | 67.38% |
| April 30, 2023 | 67.38% |
| March 31, 2023 | 67.38% |
| February 28, 2023 | 67.38% |
| January 31, 2023 | 67.38% |
| December 31, 2022 | 67.38% |
| November 30, 2022 | 67.38% |
| October 31, 2022 | 67.38% |
| September 30, 2022 | 67.38% |
| August 31, 2022 | 67.38% |
| July 31, 2022 | 67.38% |
| June 30, 2022 | 67.38% |
| May 31, 2022 | 67.38% |
| April 30, 2022 | 67.38% |
| Date | Value |
|---|---|
| March 31, 2022 | 67.38% |
| February 28, 2022 | 67.38% |
| January 31, 2022 | 67.38% |
| December 31, 2021 | 67.38% |
| November 30, 2021 | 67.38% |
| October 31, 2021 | 67.38% |
| September 30, 2021 | 67.38% |
| August 31, 2021 | 67.38% |
| July 31, 2021 | 67.38% |
| June 30, 2021 | 67.38% |
| May 31, 2021 | 67.38% |
| April 30, 2021 | 67.38% |
| March 31, 2021 | 67.38% |
| February 28, 2021 | 67.38% |
| January 31, 2021 | 67.38% |
| December 31, 2020 | 67.38% |
| November 30, 2020 | 67.38% |
| October 31, 2020 | 67.38% |
| September 30, 2020 | 57.45% |
| August 31, 2020 | 57.45% |
| July 31, 2020 | 57.45% |
| June 30, 2020 | 57.45% |
| May 31, 2020 | 53.90% |
| April 30, 2020 | 53.90% |
| March 31, 2020 | 53.90% |
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
53.90%
Minimum
May 2019
67.38%
Maximum
Oct 2020
63.79%
Average
67.38%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Genting Bhd | 83.51% |
| Sports Toto Bhd | 27.28% |
| Sime Darby Bhd | 61.11% |
| HWGG Entertainment Ltd | 99.93% |
| Synergy Empire Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.647 |
| Beta (5Y) | 0.123 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.82% |
| Historical Sharpe Ratio (5Y) | -0.1221 |
| Historical Sortino (5Y) | -0.1778 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.51% |