GameStop Corp (GME)
10.50
+0.20
(+1.94%)
USD |
NYSE |
Apr 18, 11:34
GameStop Max Drawdown (5Y): 92.20% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 92.20% |
July 31, 2020 | 92.20% |
June 30, 2020 | 92.20% |
May 31, 2020 | 92.20% |
April 30, 2020 | 92.20% |
March 31, 2020 | 91.06% |
February 29, 2020 | 91.06% |
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
75.91%
Minimum
Apr 2019
92.20%
Maximum
Apr 2020
91.40%
Average
92.20%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Best Buy Co Inc | 52.58% |
Conn's Inc | 92.34% |
hhgregg Inc | 100.00% |
Sally Beauty Holdings Inc | 79.27% |
Lands' End Inc | 86.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 41.40 |
Beta (5Y) | -0.4453 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 317.0% |
Historical Sharpe Ratio (5Y) | 0.1122 |
Historical Sortino (5Y) | 0.9855 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.74% |