Gentex Corp (GNTX)
30.48
-0.05
(-0.16%)
USD |
NASDAQ |
Nov 04, 12:56
Gentex Max Drawdown (5Y): 35.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 35.99% |
September 30, 2024 | 35.99% |
August 31, 2024 | 35.99% |
July 31, 2024 | 35.99% |
June 30, 2024 | 35.99% |
May 31, 2024 | 35.99% |
April 30, 2024 | 35.99% |
March 31, 2024 | 35.99% |
February 29, 2024 | 35.99% |
January 31, 2024 | 35.99% |
December 31, 2023 | 35.99% |
November 30, 2023 | 35.99% |
October 31, 2023 | 35.99% |
September 30, 2023 | 35.99% |
August 31, 2023 | 35.99% |
July 31, 2023 | 35.99% |
June 30, 2023 | 35.99% |
May 31, 2023 | 35.99% |
April 30, 2023 | 35.99% |
March 31, 2023 | 35.99% |
February 28, 2023 | 35.99% |
January 31, 2023 | 35.99% |
December 31, 2022 | 35.99% |
November 30, 2022 | 35.99% |
October 31, 2022 | 35.99% |
Date | Value |
---|---|
September 30, 2022 | 35.99% |
August 31, 2022 | 35.52% |
July 31, 2022 | 35.52% |
June 30, 2022 | 35.52% |
May 31, 2022 | 35.52% |
April 30, 2022 | 35.52% |
March 31, 2022 | 35.52% |
February 28, 2022 | 35.52% |
January 31, 2022 | 35.52% |
December 31, 2021 | 35.52% |
November 30, 2021 | 35.52% |
October 31, 2021 | 35.52% |
September 30, 2021 | 35.52% |
August 31, 2021 | 35.52% |
July 31, 2021 | 35.52% |
June 30, 2021 | 35.52% |
May 31, 2021 | 35.52% |
April 30, 2021 | 35.52% |
March 31, 2021 | 35.52% |
February 28, 2021 | 35.52% |
January 31, 2021 | 35.52% |
December 31, 2020 | 35.52% |
November 30, 2020 | 35.52% |
October 31, 2020 | 35.52% |
September 30, 2020 | 35.52% |
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
27.96%
Minimum
Nov 2019
35.99%
Maximum
Sep 2022
35.22%
Average
35.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Dana Inc | 86.96% |
Dorman Products Inc | 50.78% |
Monro Inc | 71.50% |
Motorcar Parts of America Inc | 83.50% |
Strattec Security Corp | 83.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.97 |
Beta (5Y) | 0.9147 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.27% |
Historical Sharpe Ratio (5Y) | 0.0332 |
Historical Sortino (5Y) | 0.0505 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.72% |