Genasys Inc (GNSS)
3.64
+0.06
(+1.82%)
USD |
NASDAQ |
Nov 05, 11:31
Genasys Max Drawdown (5Y): 81.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.10% |
| September 30, 2024 | 81.10% |
| August 31, 2024 | 81.10% |
| July 31, 2024 | 81.10% |
| June 30, 2024 | 81.10% |
| May 31, 2024 | 81.10% |
| April 30, 2024 | 81.10% |
| March 31, 2024 | 81.10% |
| February 29, 2024 | 81.10% |
| January 31, 2024 | 80.86% |
| December 31, 2023 | 80.37% |
| November 30, 2023 | 80.37% |
| October 31, 2023 | 79.26% |
| September 30, 2023 | 75.34% |
| August 31, 2023 | 71.17% |
| July 31, 2023 | 71.17% |
| June 30, 2023 | 71.17% |
| May 31, 2023 | 71.17% |
| April 30, 2023 | 69.33% |
| March 31, 2023 | 69.33% |
| February 28, 2023 | 69.33% |
| January 31, 2023 | 69.33% |
| December 31, 2022 | 69.33% |
| November 30, 2022 | 69.33% |
| October 31, 2022 | 69.33% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.33% |
| August 31, 2022 | 69.33% |
| July 31, 2022 | 69.33% |
| June 30, 2022 | 69.33% |
| May 31, 2022 | 69.33% |
| April 30, 2022 | 69.33% |
| March 31, 2022 | 66.75% |
| February 28, 2022 | 61.47% |
| January 31, 2022 | 62.56% |
| December 31, 2021 | 62.56% |
| November 30, 2021 | 62.56% |
| October 31, 2021 | 62.56% |
| September 30, 2021 | 62.56% |
| August 31, 2021 | 62.56% |
| July 31, 2021 | 62.56% |
| June 30, 2021 | 62.56% |
| May 31, 2021 | 62.56% |
| April 30, 2021 | 62.56% |
| March 31, 2021 | 62.56% |
| February 28, 2021 | 62.56% |
| January 31, 2021 | 62.56% |
| December 31, 2020 | 62.56% |
| November 30, 2020 | 62.56% |
| October 31, 2020 | 62.56% |
| September 30, 2020 | 62.56% |
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
61.47%
Minimum
Feb 2022
81.10%
Maximum
Feb 2024
68.82%
Average
69.33%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| MIND Technology Inc | 91.19% |
| Teledyne Technologies Inc | 48.95% |
| Sensata Technologies Holding PLC | 59.46% |
| Sobr Safe Inc | 99.81% |
| Cepton Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.324 |
| Beta (5Y) | 0.5249 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.10% |
| Historical Sharpe Ratio (5Y) | -0.0094 |
| Historical Sortino (5Y) | -0.0182 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.86% |