GMO Internet group Inc (GMOYF)
16.76
+0.13
(+0.77%)
USD |
OTCM |
May 03, 16:00
GMO Internet group Max Drawdown (5Y): 58.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.26% |
March 31, 2024 | 58.26% |
February 29, 2024 | 58.26% |
January 31, 2024 | 58.26% |
December 31, 2023 | 58.26% |
November 30, 2023 | 58.26% |
October 31, 2023 | 58.26% |
September 30, 2023 | 56.43% |
August 31, 2023 | 56.43% |
July 31, 2023 | 56.43% |
June 30, 2023 | 56.43% |
May 31, 2023 | 56.43% |
April 30, 2023 | 56.43% |
March 31, 2023 | 56.43% |
February 28, 2023 | 56.43% |
January 31, 2023 | 56.43% |
December 31, 2022 | 56.43% |
November 30, 2022 | 56.43% |
October 31, 2022 | 56.43% |
September 30, 2022 | 56.43% |
August 31, 2022 | 56.43% |
July 31, 2022 | 56.43% |
June 30, 2022 | 56.43% |
May 31, 2022 | 56.43% |
April 30, 2022 | 56.43% |
Date | Value |
---|---|
March 31, 2022 | 56.43% |
February 28, 2022 | 56.43% |
January 31, 2022 | 56.43% |
December 31, 2021 | 56.43% |
November 30, 2021 | 56.43% |
October 31, 2021 | 56.43% |
September 30, 2021 | 56.43% |
August 31, 2021 | 56.43% |
July 31, 2021 | 56.43% |
June 30, 2021 | 56.43% |
May 31, 2021 | 56.43% |
April 30, 2021 | 56.43% |
March 31, 2021 | 56.43% |
February 28, 2021 | 56.43% |
January 31, 2021 | 56.43% |
December 31, 2020 | 56.43% |
November 30, 2020 | 56.43% |
October 31, 2020 | 56.43% |
September 30, 2020 | 56.43% |
August 31, 2020 | 56.43% |
July 31, 2020 | 56.43% |
June 30, 2020 | 56.43% |
May 31, 2020 | 56.43% |
April 30, 2020 | 56.43% |
March 31, 2020 | 56.43% |
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
56.43%
Minimum
May 2019
58.26%
Maximum
Oct 2023
56.64%
Average
56.43%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Internet Initiative Japan Inc | 47.50% |
Nippon Telegraph & Telephone Corp | 22.93% |
KDDI Corp | 21.25% |
SoftBank Group Corp | 65.46% |
SoftBank Corp | 28.70% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.309 |
Beta (5Y) | 0.8668 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.89% |
Historical Sharpe Ratio (5Y) | 0.0376 |
Historical Sortino (5Y) | 0.0709 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.24% |