GMS Inc (GMS)
101.70
+2.60
(+2.62%)
USD |
NYSE |
Nov 22, 16:00
101.79
+0.09
(+0.09%)
After-Hours: 20:00
GMS Max Drawdown (5Y): 72.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.47% |
| September 30, 2024 | 72.47% |
| August 31, 2024 | 72.47% |
| July 31, 2024 | 72.47% |
| June 30, 2024 | 72.47% |
| May 31, 2024 | 72.47% |
| April 30, 2024 | 72.47% |
| March 31, 2024 | 72.47% |
| February 29, 2024 | 72.47% |
| January 31, 2024 | 72.47% |
| December 31, 2023 | 72.47% |
| November 30, 2023 | 72.47% |
| October 31, 2023 | 72.47% |
| September 30, 2023 | 72.47% |
| August 31, 2023 | 72.47% |
| July 31, 2023 | 72.47% |
| June 30, 2023 | 72.47% |
| May 31, 2023 | 72.47% |
| April 30, 2023 | 72.47% |
| March 31, 2023 | 72.47% |
| February 28, 2023 | 72.47% |
| January 31, 2023 | 72.47% |
| December 31, 2022 | 72.47% |
| November 30, 2022 | 72.47% |
| October 31, 2022 | 72.47% |
| Date | Value |
|---|---|
| September 30, 2022 | 72.47% |
| August 31, 2022 | 72.47% |
| July 31, 2022 | 72.47% |
| June 30, 2022 | 72.47% |
| May 31, 2022 | 72.47% |
| April 30, 2022 | 72.47% |
| March 31, 2022 | 72.47% |
| February 28, 2022 | 72.47% |
| January 31, 2022 | 72.47% |
| December 31, 2021 | 72.47% |
| November 30, 2021 | 72.47% |
| October 31, 2021 | 72.47% |
| September 30, 2021 | 72.47% |
| August 31, 2021 | 72.47% |
| July 31, 2021 | 72.47% |
| June 30, 2021 | 72.47% |
| May 31, 2021 | 72.47% |
| April 30, 2021 | 72.47% |
| March 31, 2021 | 72.47% |
| February 28, 2021 | 72.47% |
| January 31, 2021 | 72.47% |
| December 31, 2020 | 72.47% |
| November 30, 2020 | 72.47% |
| October 31, 2020 | 72.47% |
| September 30, 2020 | 72.47% |
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
64.24%
Minimum
Nov 2019
72.47%
Maximum
Mar 2020
71.92%
Average
72.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Chicago Rivet & Machine Co | 58.85% |
| CPI Aerostructures Inc | 92.55% |
| Hyperscale Data Inc | 100.00% |
| Espey Manufacturing & Electronics Corp | 54.31% |
| Gencor Industries Inc | 51.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5773 |
| Beta (5Y) | 1.676 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.40% |
| Historical Sharpe Ratio (5Y) | 0.5003 |
| Historical Sortino (5Y) | 0.7009 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.86% |