GameStop Corp (GME)
22.33
-0.08
(-0.36%)
USD |
NYSE |
Nov 04, 16:00
22.25
-0.08
(-0.36%)
After-Hours: 20:00
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 | 83.18% |
| Nordstrom Inc | 81.38% |
| 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% |