GameStop Corp (GME)
27.89
-0.56
(-1.97%)
USD |
NYSE |
Nov 21, 14:30
GameStop Max Drawdown (5Y): 92.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 92.20% |
September 30, 2024 | 92.20% |
August 31, 2024 | 92.20% |
July 31, 2024 | 92.20% |
June 30, 2024 | 92.20% |
May 31, 2024 | 92.20% |
April 30, 2024 | 92.20% |
March 31, 2024 | 92.20% |
February 29, 2024 | 92.20% |
January 31, 2024 | 92.20% |
December 31, 2023 | 92.20% |
November 30, 2023 | 92.20% |
October 31, 2023 | 92.20% |
September 30, 2023 | 92.20% |
August 31, 2023 | 92.20% |
July 31, 2023 | 92.20% |
June 30, 2023 | 92.20% |
May 31, 2023 | 92.20% |
April 30, 2023 | 92.20% |
March 31, 2023 | 92.20% |
February 28, 2023 | 92.20% |
January 31, 2023 | 92.20% |
December 31, 2022 | 92.20% |
November 30, 2022 | 92.20% |
October 31, 2022 | 92.20% |
Date | Value |
---|---|
September 30, 2022 | 92.20% |
August 31, 2022 | 92.20% |
July 31, 2022 | 92.20% |
June 30, 2022 | 92.20% |
May 31, 2022 | 92.20% |
April 30, 2022 | 92.20% |
March 31, 2022 | 92.20% |
February 28, 2022 | 92.20% |
January 31, 2022 | 92.20% |
December 31, 2021 | 92.20% |
November 30, 2021 | 92.20% |
October 31, 2021 | 92.20% |
September 30, 2021 | 92.20% |
August 31, 2021 | 92.20% |
July 31, 2021 | 92.20% |
June 30, 2021 | 92.20% |
May 31, 2021 | 92.20% |
April 30, 2021 | 92.20% |
March 31, 2021 | 92.20% |
February 28, 2021 | 92.20% |
January 31, 2021 | 92.20% |
December 31, 2020 | 92.20% |
November 30, 2020 | 92.20% |
October 31, 2020 | 92.20% |
September 30, 2020 | 92.20% |
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
91.06%
Minimum
Nov 2019
92.20%
Maximum
Apr 2020
92.11%
Average
92.20%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Best Buy Co Inc | 52.58% |
AutoZone Inc | 42.14% |
Gap Inc | 84.63% |
Tesla Inc | 73.63% |
Petco Health and Wellness Co Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 73.96 |
Beta (5Y) | -0.1201 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 321.9% |
Historical Sharpe Ratio (5Y) | 0.2249 |
Historical Sortino (5Y) | 2.126 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.45% |