Goodman Group (GMGSF)

23.47 +0.17 (+0.73%) USD  |  OTCM  |  Dec 13, 16:00
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Goodman Group Max Drawdown (5Y): 49.28% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Lendlease Group 72.32%
Resources Global Services Group 96.11%
Lifestyle Communities Ltd --
Charter Hall Group 64.46%
Openn Negotiation Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.1715
Beta (5Y) 1.267
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.26%
Historical Sharpe Ratio (5Y) 0.4467
Historical Sortino (5Y) 0.5932
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.45%