Genasys Inc (GNSS)
3.73
+0.01
(+0.27%)
USD |
NASDAQ |
Nov 22, 11:24
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 | 62.56% |
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
62.56%
Minimum
Nov 2019
81.10%
Maximum
Feb 2024
68.84%
Average
69.33%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
MIND Technology Inc | 91.19% |
Teledyne Technologies Inc | 48.95% |
Astrotech Corp | 95.40% |
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% |