Games Workshop Group PLC (GMWKF)
119.00
+1.90
(+1.62%)
USD |
OTCM |
May 03, 16:00
Games Workshop Group Max Drawdown (5Y): 61.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.07% |
March 31, 2024 | 61.07% |
February 29, 2024 | 61.07% |
January 31, 2024 | 61.07% |
December 31, 2023 | 61.07% |
November 30, 2023 | 61.07% |
October 31, 2023 | 61.07% |
September 30, 2023 | 61.07% |
August 31, 2023 | 61.07% |
July 31, 2023 | 61.07% |
June 30, 2023 | 61.07% |
May 31, 2023 | 61.07% |
April 30, 2023 | 61.07% |
March 31, 2023 | 61.07% |
February 28, 2023 | 61.07% |
January 31, 2023 | 61.07% |
December 31, 2022 | 61.07% |
November 30, 2022 | 61.07% |
October 31, 2022 | 61.07% |
September 30, 2022 | 61.07% |
August 31, 2022 | 55.94% |
July 31, 2022 | 55.94% |
June 30, 2022 | 55.94% |
May 31, 2022 | 54.04% |
April 30, 2022 | 54.04% |
Date | Value |
---|---|
March 31, 2022 | 54.04% |
February 28, 2022 | 54.04% |
January 31, 2022 | 54.04% |
December 31, 2021 | 54.04% |
November 30, 2021 | 54.04% |
October 31, 2021 | 54.04% |
September 30, 2021 | 54.04% |
August 31, 2021 | 54.04% |
July 31, 2021 | 54.04% |
June 30, 2021 | 54.04% |
May 31, 2021 | 54.04% |
April 30, 2021 | 54.04% |
March 31, 2021 | 54.04% |
February 28, 2021 | 54.04% |
January 31, 2021 | 54.04% |
December 31, 2020 | 54.04% |
November 30, 2020 | 54.04% |
October 31, 2020 | 54.04% |
September 30, 2020 | 54.04% |
August 31, 2020 | 54.04% |
July 31, 2020 | 54.04% |
June 30, 2020 | 54.04% |
May 31, 2020 | 54.04% |
April 30, 2020 | 54.04% |
March 31, 2020 | 54.04% |
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
47.91%
Minimum
May 2019
61.07%
Maximum
Sep 2022
55.46%
Average
54.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Carnival PLC | 91.43% |
InterContinental Hotels Group PLC | 59.29% |
Capri Holdings Ltd | 90.03% |
Selina Hospitality PLC | -- |
Perfect Moment Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.178 |
Beta (5Y) | 1.392 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.35% |
Historical Sharpe Ratio (5Y) | 0.4341 |
Historical Sortino (5Y) | 0.7004 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.12% |